Estimation of the noise covariance operator in functional linear regression with functional outputs

Christophe Crambes, Nadine Hilgert and Tito Manrique

Statistics & Probability Letters, 2016, vol. 113, issue C, 7-15

Abstract: This work deals with the estimation of the noise in functional linear regression when both the response and the covariate are functional. Namely, we propose two estimators of the covariance operator of the noise. We give some asymptotic properties of these estimators, and we study their behavior on simulations.

Keywords: Functional linear regression; Functional response; Noise covariance operator (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:113:y:2016:i:c:p:7-15

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DOI: 10.1016/j.spl.2016.02.006

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