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Abstract In this short paper, we consider the convergence rate of functional linear regression in prediction loss. For upper bound we consider estimation of the slope function based on functional… Click to show full abstract
Abstract In this short paper, we consider the convergence rate of functional linear regression in prediction loss. For upper bound we consider estimation of the slope function based on functional principal component analysis. Lower bound is also obtained that shows the convergence rate obtained using functional principal component regression is optimal.
Keywords:
principal component;
rate;
component regression;
functional principal
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2019
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!