M-estimation for functional linear regression |
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Authors: | Tang Qingguo |
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Institution: | School of Economics and Management, Nanjing University of Science and Technology, Nanjing, China |
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Abstract: | This paper studies M-estimation in functional linear regression in which the dependent variable is scalar while the covariate is a function. An estimator for the slope function is obtained based on the functional principal component basis. The global convergence rate of the M-estimator of unknown slope function is established. The convergence rate of the mean-squared prediction error for the proposed estimators is also established. Monte Carlo simulation studies are conducted to examine the finite-sample performance of the proposed procedure. Finally, the proposed method is applied to analyze the Berkeley growth data. |
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Keywords: | Convergence rate functional linear regression M-estimation |
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