A note on estimation in Hilbertian linear models

Siegfried Hörmann, Lukasz Kidziski

Publikation: Beitrag in einer FachzeitschriftArtikel

Abstract

We study estimation and prediction in linear models where the response and the regressor variable both take values in some Hilbert space. Our main objective is to obtain consistency of a principal component-based estimator for the regression operator under minimal assumptions. In particular, we avoid some inconvenient technical restrictions that have been used throughout the literature. We develop our theory in a time-dependent setup that comprises as important special case the autoregressive Hilbertian model.
Originalspracheundefiniert/unbekannt
Seiten (von - bis)43-62
Seitenumfang20
FachzeitschriftScandinavian journal of statistics
Jahrgang42
Ausgabenummer1
PublikationsstatusVeröffentlicht - 2015

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