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Locally Modelled Regression and Functional Data

Publicado en

  • Journal of Nonparametric Statistics

Resumen

  • The general framework of this paper deals with the nonparametric regression of a scalar response on a functional variable (i.e. one observation can be a curve, surface, or any other object lying into an infinite-dimensional space). This paper proposes to model local behaviour of the regression operator (i.e. the link between a scalar response and an explanatory functional variable). To this end, one introduces a functional approach in the same spirit as local linear ideas in nonparametric regression. The main advantage of this functional local method is to propose an explicit expression of a kernel-type estimator which makes its computation easy and fast while keeping good predictive performance. Asymptotic properties are stated, and a functional data set illustrates the good behaviour of this functional locally modelled regression method.

fecha de publicación

  • 2010

Líneas de investigación

  • Functional Data
  • Functional Nonparametric Statistics
  • Locally Modelled Regression
  • Rates of Convergence
  • Spectrometric Curves

Página inicial

  • 617

Última página

  • 632

Volumen

  • 22

Issue

  • 5