Estimation in nonparametric functional-on-functional models with surrogate responses

Mounir Boumahdi, Idir Ouassou and Mustapha Rachdi

Journal of Multivariate Analysis, 2023, vol. 198, issue C

Abstract: We construct an estimator for the regression operator of a functional response variable using surrogate data, given a functional random variable. The almost complete uniform convergence rate of the estimator is then established. Finally, to demonstrate the predictive utility and superiority of the estimator when dealing with incomplete data, we apply the methodology to both simulated data and meteorological data.

Keywords: Almost complete convergence; Entropy; Functional data analysis; Kernel estimator; Regression operator; Semi-metric space; Surrogate response (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.jmva.2023.105231

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