On a general definition of the functional linear model

Berrendero, José R. - Cuevas, Antonio - Cholaquidis, Alejandro

Resumen:

A general formulation of the linear model with functional (random) explanatory variable X=X(t),t∈T , and scalar response Y is proposed. It includes the standard functional linear model, based on the inner product in the space L2[0,1], as a particular case. It also includes all models in which Y is assumed to be (up to an additive noise) a linear combination of a finite or countable collections of marginal variables X(t_j), with tj∈T or a linear combination of a finite number of linear projections of X. This general formulation can be interpreted in terms of the RKHS space generated by the covariance function of the process X(t). Some consistency results are proved. A few experimental results are given in order to show the practical interest of considering, in a unified framework, linear models based on a finite number of marginals X(tj) of the process X(t).


Detalles Bibliográficos
2021
Agencia Nacional de Investigación e Innovación
Functional data
Ciencias Naturales y Exactas
Matemáticas
Estadística y Probabilidad
Inglés
Agencia Nacional de Investigación e Innovación
REDI
https://hdl.handle.net/20.500.12381/3233
https://arxiv.org/abs/2106.02035
Acceso abierto
Reconocimiento 4.0 Internacional. (CC BY)