Title of article
Thresholding projection estimators in functional linear models
Author/Authors
Cardot، نويسنده , , Hervé and Johannes، نويسنده , , Jan، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2010
Pages
14
From page
395
To page
408
Abstract
We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule allows us to get consistency under broad assumptions as well as minimax rates of convergence under additional regularity hypotheses. We also consider the particular case of Sobolev spaces generated by the trigonometric basis which permits us to get easily mean squared error of prediction as well as estimators of the derivatives of the regression function. We prove that these estimators are minimax and rates of convergence are given for some particular cases.
Keywords
Sobolev space , Galerkin Method , Mean squared error of prediction , Optimal rate of convergence , Linear inverse problem , Hilbert scale , Derivatives estimation
Journal title
Journal of Multivariate Analysis
Serial Year
2010
Journal title
Journal of Multivariate Analysis
Record number
1565362
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