• Title of article

    On prediction rate in partial functional linear regression

  • Author/Authors

    Shin، نويسنده , , Hyejin and Lee، نويسنده , , Myung Hee، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2012
  • Pages
    14
  • From page
    93
  • To page
    106
  • Abstract
    We consider a prediction of a scalar variable based on both a function-valued variable and a finite number of real-valued variables. For the estimation of the regression parameters, which include the infinite dimensional function as well as the slope parameters for the real-valued variables, it is inevitable to impose some kind of regularization. We consider two different approaches, which are shown to achieve the same convergence rate of the mean squared prediction error under respective assumptions. One is based on functional principal components regression (FPCR) and the alternative is functional ridge regression (FRR) based on Tikhonov regularization. Also, numerical studies are carried out for a simulation data and a real data.
  • Keywords
    Asymptotic normality , functional linear regression , Convergence Rate , Mean squared prediction error
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2012
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565644