TY - JOUR
T1 - Simpler proofs for functional sliced inverse regression
AU - Cui, Xia
AU - Lian, Heng
PY - 2018/8/23
Y1 - 2018/8/23
N2 - In this short communication, we demonstrate that functional sliced inverse regression obtains the same convergence rate as that presented in Hall, P & Horowitz, JL (2007), ‘Methodology and convergence rates for functional linear regression’, Annals of Statistics, 35(1), 70–91 for functional linear regression, both based on functional principal component analysis. This result is interesting because functional sliced inverse regression imposes far fewer structural constraints than functional linear regression, including an unknown link function. The two proofs provided emphasize the similarity between the two, and the proofs are thus much simpler than typically found in the literature.
AB - In this short communication, we demonstrate that functional sliced inverse regression obtains the same convergence rate as that presented in Hall, P & Horowitz, JL (2007), ‘Methodology and convergence rates for functional linear regression’, Annals of Statistics, 35(1), 70–91 for functional linear regression, both based on functional principal component analysis. This result is interesting because functional sliced inverse regression imposes far fewer structural constraints than functional linear regression, including an unknown link function. The two proofs provided emphasize the similarity between the two, and the proofs are thus much simpler than typically found in the literature.
KW - convergence rates
KW - functional principal component analysis
KW - sliced inverse regression
UR - http://www.scopus.com/inward/record.url?scp=85052386145&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-85052386145&origin=recordpage
U2 - 10.1002/sta4.200
DO - 10.1002/sta4.200
M3 - RGC 21 - Publication in refereed journal
SN - 2049-1573
VL - 7
JO - Stat
JF - Stat
IS - 1
ER -