کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7358252 | 1478573 | 2017 | 65 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Functional linear regression with functional response
ترجمه فارسی عنوان
رگرسیون خطی عملکردی با پاسخ عملکردی
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
چکیده انگلیسی
In this paper, we develop new estimation results for functional regressions where both the regressor Z(t) and the response Y(t) are functions of Hilbert spaces, indexed by the time or a spatial location. The model can be thought as a generalization of the multivariate regression where the regression coefficient is now an unknown operator Î . We propose to estimate the operator Î by Tikhonov regularization, which amounts to apply a penalty on the L2 norm of Î . We derive the rate of convergence of the mean-square error, the asymptotic distribution of the estimator, and develop tests on Î . As trajectories are often not fully observed, we consider the scenario where the data become more and more frequent (infill asymptotics). We also address the case where Z is endogenous and instrumental variables are used to estimate Î . An application to the electricity consumption completes the paper.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 201, Issue 2, December 2017, Pages 269-291
Journal: Journal of Econometrics - Volume 201, Issue 2, December 2017, Pages 269-291
نویسندگان
David Benatia, Marine Carrasco, Jean-Pierre Florens,