Bootstrap in functional linear regression

We have considered the functional linear model with scalar response and functional explanatory variable. One of the most popular methodologies for estimating the model parameter is based on functional principal components analysis (FPCA). In recent literature, weak convergence for a wide class of FP...

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Detalles Bibliográficos
Autores: González Manteiga, Wenceslao, Martínez Calvo, Adela
Tipo de recurso: artículo
Fecha de publicación:2010
País:España
Institución:Universidad de Santiago de Compostela (USC)
Repositorio:Minerva. Repositorio Institucional de la Universidad de Santiago de Compostela
Idioma:inglés
OAI Identifier:oai:minerva.usc.gal:10347/46277
Acceso en línea:https://hdl.handle.net/10347/46277
Access Level:acceso abierto
Palabra clave:Bootstrap
Confidence interval
Functional linear model
Functional principal components analysis
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spelling Bootstrap in functional linear regressionGonzález Manteiga, WenceslaoMartínez Calvo, AdelaBootstrapConfidence intervalFunctional linear modelFunctional principal components analysisWe have considered the functional linear model with scalar response and functional explanatory variable. One of the most popular methodologies for estimating the model parameter is based on functional principal components analysis (FPCA). In recent literature, weak convergence for a wide class of FPCA-type estimates has been proved, and consequently asymptotic confidence sets can be built. In this paper, we have proposed an alternative approach in order to obtain pointwise confidence intervals by means of a bootstrap procedure, for which we have obtained its asymptotic validity. Besides, a simulation study allows us to compare the practical behaviour of asymptotic and bootstrap confidence intervals in terms of coverage rates for different sample sizes.ElsevierUniversidade de Santiago de Compostela. Departamento de Estatística e Investigación OperativaUniversidade de Santiago de Compostela. Facultade de Matemáticas20102010-07-0120102010-07-01journal articlehttp://purl.org/coar/resource_type/c_6501AMhttp://purl.org/coar/version/c_ab4af688f83e57aainfo:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/10347/46277reponame:Minerva. Repositorio Institucional de la Universidad de Santiago de Compostelainstname:Universidad de Santiago de Compostela (USC)InglésengMinisterio de Ciencia e Innovación http://dx.doi.org/10.13039/501100004837 Programa Nacional de Investigación Fundamental MTM2008-03010 METODOLOGIA Y APLICACIONES EN ESTADISTICA SEMIPARAMETRICA, FUNCIONAL Y ESPACIO TEMPORALopen accesshttp://purl.org/coar/access_right/c_abf2Attribution-NonCommercial-NoDerivatives 4.0 Internationalhttp://creativecommons.org/licenses/by-nc-nd/4.0/info:eu-repo/semantics/openAccessoai:minerva.usc.gal:10347/462772026-06-15T12:47:27Z
dc.title.none.fl_str_mv Bootstrap in functional linear regression
title Bootstrap in functional linear regression
spellingShingle Bootstrap in functional linear regression
González Manteiga, Wenceslao
Bootstrap
Confidence interval
Functional linear model
Functional principal components analysis
title_short Bootstrap in functional linear regression
title_full Bootstrap in functional linear regression
title_fullStr Bootstrap in functional linear regression
title_full_unstemmed Bootstrap in functional linear regression
title_sort Bootstrap in functional linear regression
dc.creator.none.fl_str_mv González Manteiga, Wenceslao
Martínez Calvo, Adela
author González Manteiga, Wenceslao
author_facet González Manteiga, Wenceslao
Martínez Calvo, Adela
author_role author
author2 Martínez Calvo, Adela
author2_role author
dc.contributor.none.fl_str_mv Universidade de Santiago de Compostela. Departamento de Estatística e Investigación Operativa
Universidade de Santiago de Compostela. Facultade de Matemáticas
dc.subject.none.fl_str_mv Bootstrap
Confidence interval
Functional linear model
Functional principal components analysis
topic Bootstrap
Confidence interval
Functional linear model
Functional principal components analysis
description We have considered the functional linear model with scalar response and functional explanatory variable. One of the most popular methodologies for estimating the model parameter is based on functional principal components analysis (FPCA). In recent literature, weak convergence for a wide class of FPCA-type estimates has been proved, and consequently asymptotic confidence sets can be built. In this paper, we have proposed an alternative approach in order to obtain pointwise confidence intervals by means of a bootstrap procedure, for which we have obtained its asymptotic validity. Besides, a simulation study allows us to compare the practical behaviour of asymptotic and bootstrap confidence intervals in terms of coverage rates for different sample sizes.
publishDate 2010
dc.date.none.fl_str_mv 2010
2010-07-01
2010
2010-07-01
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
AM
http://purl.org/coar/version/c_ab4af688f83e57aa
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/10347/46277
url https://hdl.handle.net/10347/46277
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.relation.none.fl_str_mv Ministerio de Ciencia e Innovación http://dx.doi.org/10.13039/501100004837 Programa Nacional de Investigación Fundamental MTM2008-03010 METODOLOGIA Y APLICACIONES EN ESTADISTICA SEMIPARAMETRICA, FUNCIONAL Y ESPACIO TEMPORAL
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivatives 4.0 International
http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivatives 4.0 International
http://creativecommons.org/licenses/by-nc-nd/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv reponame:Minerva. Repositorio Institucional de la Universidad de Santiago de Compostela
instname:Universidad de Santiago de Compostela (USC)
instname_str Universidad de Santiago de Compostela (USC)
reponame_str Minerva. Repositorio Institucional de la Universidad de Santiago de Compostela
collection Minerva. Repositorio Institucional de la Universidad de Santiago de Compostela
repository.name.fl_str_mv
repository.mail.fl_str_mv
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