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Bootstrap in functional linear regression
Authors:Wenceslao Gonzá  lez-Manteiga Adela Martí  nez-Calvo
Affiliation:Departamento de Estatística e I.O., Facultade de Matemáticas, Universidade de Santiago de Compostela, c/Lope Gómez de Marzoa, Campus Vida, 15782 Santiago de Compostela (A Coruña), Spain
Abstract:
We have considered the functional linear model with scalar response and functional explanatory variable. One of the most popular methodologies for estimating the model parameter is based on functional principal components analysis (FPCA). In recent literature, weak convergence for a wide class of FPCA-type estimates has been proved, and consequently asymptotic confidence sets can be built. In this paper, we have proposed an alternative approach in order to obtain pointwise confidence intervals by means of a bootstrap procedure, for which we have obtained its asymptotic validity. Besides, a simulation study allows us to compare the practical behaviour of asymptotic and bootstrap confidence intervals in terms of coverage rates for different sample sizes.
Keywords:Bootstrap   Confidence interval   Functional linear model   Functional principal components analysis
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