$L_1$-penalization in functional linear regression with subgaussian design
نویسندگان
چکیده
منابع مشابه
Functional linear regression with derivatives
We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our procedure tackles the problem through a double and synchronized penalization. An asymptotic expansion of the mean square prevision error is given. The model and the...
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ژورنال
عنوان ژورنال: Journal de l’École polytechnique — Mathématiques
سال: 2014
ISSN: 2270-518X
DOI: 10.5802/jep.11