Asymptotics of prediction in functional linear regression with functional outputs
نویسندگان
چکیده
منابع مشابه
Asymptotics of prediction in functional linear regression with functional outputs
We study prediction in the functional linear model with functional outputs : Y = SX+ε where the covariates X and Y belong to some functional space and S is a linear operator. We provide the asymptotic mean square prediction error with exact constants for our estimator which is based on functional PCA of the input and has a classical form. As a consequence we derive the optimal choice of the dim...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2013
ISSN: 1350-7265
DOI: 10.3150/12-bej469