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Prediction in functional linear regression

Cai, T. Tony; Hall, Peter


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]

CollectionsANU Research Publications
Date published: 2007-02-22
Type: Journal article
Source: Annals of Statistics
DOI: 10.1214/009053606000000830
Access Rights: Open Access


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