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On asymptotic distribution of prediction in functional linear regression
Authors:Omid Khademnoe
Institution:Department of Statistics, Shahid Beheshti University, Tehran, Iran
Abstract:There has been substantial recent attention on problems involving a functional linear regression model with scalar response. Among them, there have been few works dealing with asymptotic distribution of prediction in functional linear regression models. In recent literature, the centeral limit theorem for prediction has been discussed, but the proof and conditions under which the random bias terms for a fixed predictor converge to zero have been ignored so that the impact of these terms on the convergence of the prediction has not been well understood. Clarifying the proof and conditions under which the bias terms converge to zero, we show that the asymptotic distribution of the prediction is normal. Furthermore, we have derived those results related to other terms that already obtained by others, under milder conditions. Finally, we conduct a simulation study to investigate performance of the asymptotic distribution under various parameter settings.
Keywords:central limit theorem  cross-validation  functional linear regression models  functional principal component analysis  prediction
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