Functional regression with repeated eigenvalues

Matthew Reimherr

Statistics & Probability Letters, 2015, vol. 107, issue C, 62-70

Abstract: We explore the functional principal component method for estimating regression parameters in functional linear models. We demonstrate that the commonly made assumption concerning unique eigenvalues is unnecessary. Convergence rates are established allowing a variety of sample spaces and dependence structures.

Keywords: Functional data analysis; Linear regression; Operator inequalities; Repeated eigenvalues (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2015.07.037

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