Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

3 Scopus Citations
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Detail(s)

Original languageEnglish
Pages (from-to)167-181
Journal / PublicationStatistics
Volume54
Issue number1
Online published25 Nov 2019
Publication statusPublished - 2020

Abstract

Functional linear regression is in the centre of research attention involving curves as units of observations. We focus on functional linear regression in the framework of reproducing kernel Hilbert spaces studied in Cai and Yuan [Minimax and adaptive prediction for functional linear regression. J Am Stat Assoc. 2012;107(499):1201–1216]. We extend their theoretical result establishing faster convergence rate under stronger conditions which is reduced to existing results when the stronger condition is removed. In particular, our result corroborates the expectation that with smoother functions the convergence rate of the estimator is faster.

Research Area(s)

  • Convergence rate, functional data, reproducing kernel Hilbert space

Citation Format(s)

Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces. / Zhang, Fode; Zhang, Weiping; Li, Rui et al.
In: Statistics, Vol. 54, No. 1, 2020, p. 167-181.

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review