Thresholding Projection Estimators in Functional Linear Models

Article, Preprint English OPEN
Cardot, Hervé; Johannes, Jan;
  • Publisher: Elsevier BV
  • Journal: Journal of Multivariate Analysis,volume 101,issue 2,pages395-408 (issn: 0047-259X)
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1016/j.jmva.2009.03.001
  • Subject: Mathematics - Statistics Theory | Statistics - Methodology | Statistics, Probability and Uncertainty | Numerical Analysis | Statistics and Probability
    arxiv: Statistics::Theory

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 to get consistency under... View more
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