Abstract
We explore the functional principal component method for estimating regression parameters in functional linear models. We demonstrate that the commonly made assumption concerning unique eigenvalues is unnecessary. Convergence rates are established allowing a variety of sample spaces and dependence structures.
Original language | English (US) |
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Pages (from-to) | 62-70 |
Number of pages | 9 |
Journal | Statistics and Probability Letters |
Volume | 107 |
DOIs | |
State | Published - Dec 1 2015 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty