
Smoothed functional average variance estimation for dimension reduction
We propose an estimation method that we call functional average variance...
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Estimation of a regular conditional functional by conditional Ustatistics regression
Ustatistics constitute a large class of estimators, generalizing the em...
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Scalaronfunction local linear regression and beyond
Regressing a scalar response on a random function is nowadays a common s...
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Avoid Estimating the Unknown Function in a Semiparametric Nonignorable Propensity Model
We study the problem of estimating a functional or a parameter in the co...
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Locally Sparse Function on function Regression
In functional data analysis, functional linear regression has attracted ...
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Consistent Regression using DataDependent Coverings
In this paper, we introduce a novel method to generate interpretable reg...
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Statistical inference for the slope parameter in functional linear regression
In this paper we consider the linear regression model Y =S X+ε with func...
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Estimating the conditional distribution in functional regression problems
We consider the problem of consistently estimating the conditional distribution P(Y ∈ A X) of a functional data object Y=(Y(t): t∈[0,1]) given covariates X in a general space, assuming that Y and X are related by a functional linear regression model. Two natural estimation methods are proposed, based on either bootstrapping the estimated model residuals, or fitting functional parametric models to the model residuals and estimating P(Y ∈ A X) via simulation. Whether either of these methods lead to consistent estimation depends on the consistency properties of the regression operator estimator, and the space within which Y is viewed. We show that under general consistency conditions on the regression operator estimator, which hold for certain functional principal component based estimators, consistent estimation of the conditional distribution can be achieved, both when Y is an element of a separable Hilbert space, and when Y is an element of the Banach space of continuous functions. The latter results imply that sets A that specify path properties of Y, which are of interest in applications, can be considered. The proposed methods are studied in several simulation experiments, and data analyses of electricity price and pollution curves.
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