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Article Dans Une Revue Statistics and Probability Letters Année : 2016

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

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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.
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hal-01331242 , version 1 (27-05-2020)

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Christophe Crambes, Nadine Hilgert, Tito Manrique Chuquillanqui. Estimation of the noise covariance operator in functional linear regression with functional outputs. Statistics and Probability Letters, 2016, 113, pp.7-15. ⟨10.1016/j.spl.2016.02.006⟩. ⟨hal-01331242⟩
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