Functional linear regression via canonical analysis
نویسندگان
چکیده
منابع مشابه
Functional Linear Regression Via Canonical Analysis
We study regression models for the situation where both dependent and independent variables are square integrable stochastic processes. Questions concerning definition and existence of the corresponding functional linear regression models and some basic properties are explored for this situation. We derive a representation of the regression parameter function in terms of the canonical component...
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We study regression models for the situation where both dependent and independent variables are square integrable stochastic processes. Questions concerning definition and existence of the corresponding functional linear regression models and some basic properties are explored. We derive a representation of the regression parameter function in terms of the canonical components of the processes ...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2010
ISSN: 1350-7265
DOI: 10.3150/09-bej228