Functional linear regression with derivatives - Archive ouverte HAL
Article Dans Une Revue Journal of Nonparametric Statistics Année : 2009

Functional linear regression with derivatives

Résumé

We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our procedure tackles the problem through a double and synchronized penalization. An asymptotic expansion of the mean square prevision error is given. The model and the method are applied to a benchmark dataset of spectrometric curves and compared with other functional models.
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Dates et versions

hal-00104298 , version 1 (06-10-2006)

Identifiants

Citer

André Mas, Besnik Pumo. Functional linear regression with derivatives. Journal of Nonparametric Statistics, 2009, 21 (1), pp.19-40. ⟨10.1080/10485250802401046⟩. ⟨hal-00104298⟩
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