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Distributed estimation of functional linear regression with functional responses

Jiamin Liu, Rui Li () and Heng Lian
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Jiamin Liu: University of Science and Technology Beijing
Rui Li: Shanghai University of International Business and Economics
Heng Lian: CityU Shenzhen Research Institute

Metrika: International Journal for Theoretical and Applied Statistics, 2024, vol. 87, issue 1, No 2, 30 pages

Abstract: Abstract Functional linear regression is at the centre of research attention involving curves as units of observation. In this article, we consider distributed computation in fitting functional linear regression with functional responses. We show that the aggregated estimator by simple averaging has the same convergence rate as the estimator using the entire data. Some simulation results are reported for illustration.

Keywords: Distributed estimation; Functional data; Functional response; Optimal convergence rate (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00184-023-00902-8

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