Local linear regression for functional data

Details Local linear regression for functional data Local linear regression for functional data

2007-10-27

arxiv.org/abs/0710.5218v1

Mathematics

Statistics Theory

Scientific paper

We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the asymptotic mean square error. Computations involve a linear inverse problem as well as a representation of the small ball probability of the data and are based on recent advances in this area. The rate of convergence of our estimate outperforms those already obtained in the literature on this model.

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