Minimax and Adaptive Prediction for Functional Linear Regression
نویسندگان
چکیده
منابع مشابه
Minimax and Adaptive Prediction for Functional Linear Regression
This paper considers minimax and adaptive prediction with functional predictors in the framework of functional linear model and reproducing kernel Hilbert space. Minimax rate of convergence for the excess prediction risk is established. It is shown that the optimal rate is determined jointly by the reproducing kernel and the covariance kernel. In particular, the alignment of these two kernels c...
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There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical interest in the slope centers on its application for the purpose of prediction, rather than on its significance in its own right. We show that the problems of slope...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2012
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2012.716337