Prediction in functional linear regression
There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical interest in the slope centers on its application for the purpose of prediction, rather than on its significance in its own right. We show that the problems of slope-function estimation, and of prediction from an estimator of the slope function, have very...[Show more]
|Collections||ANU Research Publications|
|Source:||Annals of Statistics 2006, Vol. 34, No. 5, 2159-2179|
|Cai and Hall Prediction in functional linear regression 2006.pdf||236.82 kB||Adobe PDF|
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