Functional linear regression with derivatives

Details Functional linear regression with derivatives Functional linear regression with derivatives

2006-10-06

arxiv.org/abs/math/0610221v1

Mathematics

Statistics Theory

Scientific paper

We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our procedure tackles the problem through a double and synchronized penalization. An asymptotic expansion of the mean square prevision error is given. The model and the method are applied to a benchmark dataset of spectrometric curves and compared with other functional models.

Affiliated with

Also associated with

No associations

Rating

Functional linear regression with derivatives does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Functional linear regression with derivatives, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Functional linear regression with derivatives will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-634461