Nonparametric local polynomial regression for functional covariates
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2025
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| Acceso en línea: | |
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| _version_ | 1866909571446996992 |
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| author | Jirak, Moritz Kneip, Alois Meister, Alexander Pahl, Mario |
| author_facet | Jirak, Moritz Kneip, Alois Meister, Alexander Pahl, Mario |
| contents | We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters remain to be selected. We provide a general asymptotic upper bound on the estimation error and show that this procedure achieves polynomial convergence rates under appropriate tuning and supersmoothness of the regression function. Such polynomial convergence rates have usually been considered to be non-attainable in nonparametric functional regression without any additional strong structural constraints such as linearity of the regression function. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_05819 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Nonparametric local polynomial regression for functional covariates Jirak, Moritz Kneip, Alois Meister, Alexander Pahl, Mario Statistics Theory 62R10, 62G08 We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters remain to be selected. We provide a general asymptotic upper bound on the estimation error and show that this procedure achieves polynomial convergence rates under appropriate tuning and supersmoothness of the regression function. Such polynomial convergence rates have usually been considered to be non-attainable in nonparametric functional regression without any additional strong structural constraints such as linearity of the regression function. |
| title | Nonparametric local polynomial regression for functional covariates |
| topic | Statistics Theory 62R10, 62G08 |
| url | https://arxiv.org/abs/2504.05819 |