Convergence of nonparametric functional regression estimates with functional responses

We consider nonparametric functional regression when both predictors and responses are functions. More specifically, we let (X 1 ,Y 1 ),…,(X n ,Y n ) be random elements in F×H where F is a semi-metric space and H is a separable Hilbert space. Based on a recently introduced notion of weak depende...

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Bibliographic Details
Main Author: Lian, Heng
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2013
Online Access:https://hdl.handle.net/10356/98061
http://hdl.handle.net/10220/13262
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Institution: Nanyang Technological University
Language: English
Description
Summary:We consider nonparametric functional regression when both predictors and responses are functions. More specifically, we let (X 1 ,Y 1 ),…,(X n ,Y n ) be random elements in F×H where F is a semi-metric space and H is a separable Hilbert space. Based on a recently introduced notion of weak dependence for functional data, we showed the almost sure convergence rates of both the Nadaraya-Watson estimator and the nearest neighbor estimator, in a unified manner. Several factors, including functional nature of the responses, the assumptions on the functional variables using the Orlicz norm and the desired generality on weakly dependent data, make the theoretical investigations more challenging and interesting.