Minimax rate in prediction for functional principal component regression. Issue 5 (4th March 2021)
- Record Type:
- Journal Article
- Title:
- Minimax rate in prediction for functional principal component regression. Issue 5 (4th March 2021)
- Main Title:
- Minimax rate in prediction for functional principal component regression
- Authors:
- Yang, Guangren
Lin, Hongmei
Lian, Heng - 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.
- Is Part Of:
- Communications in statistics. Volume 50:Issue 5(2021)
- Journal:
- Communications in statistics
- Issue:
- Volume 50:Issue 5(2021)
- Issue Display:
- Volume 50, Issue 5 (2021)
- Year:
- 2021
- Volume:
- 50
- Issue:
- 5
- Issue Sort Value:
- 2021-0050-0005-0000
- Page Start:
- 1240
- Page End:
- 1249
- Publication Date:
- 2021-03-04
- Subjects:
- Functional linear regression -- functional principal component analysis -- minimax convergence rate
62G20
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2019.1649429 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 15751.xml