Model-free prediction with application to functional data analysis
نویسنده
چکیده
We show how the Model-Free Prediction Principle of Politis (2013) can be applied to nonparametric regression with a univariate response and regressors that are high-dimensional or even infinite-dimensional, i.e., functional. Without assuming an additive model with i.i.d. errors, the Model-Free Principle is capable of yielding both consistent predictors as well as prediction intervals. 39.
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