• 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