Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154714 | Statistics & Probability Letters | 2014 | 9 Pages |
Abstract
This paper considers the MM-estimator for slope function in functional linear regression models. We approximate the slope function by minimizing the loss function based explicitly on functional principal components analysis, and the loss function can be chosen according to what we are estimating. Under mild assumptions, the convergence rate of the estimator of infinite dimensional slope function is derived. A simulation study is conducted to illustrate the numerical performance of the proposed MM-estimator.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Lele Huang, Huiwen Wang, Andi Zheng,