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On estimation and prediction in spatial functional linear regression model

2019/08/03 by Stéphane Bouka, Bouka, Stéphane, Sophie Dabo-Niang +3
Mathematics · #60G60 #62F12 #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #msc:60G60 #msc:62F12 #stat.TH

paper · pdf · doi:10.48550/arxiv.1908.02143

arxiv created 2019/08/03 · arxiv updated 2019/08/07

Abstract

We consider a spatial functional linear regression, where a scalar response is related to a square integrable spatial functional process. We use a smoothing spline estimator for the functional slope parameter and establish a finite sample bound for variance of this estimator under mixing spatial dependence. Then, we give a bound of the prediction error. Finally, we illustrate our results by simulations

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