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Nonparametric regression based on discretely sampled curves

2016/04/28 by Forzani Liliana, Liliana, Forzani, Fraiman Ricardo +3
Mathematics · Computer Science · #advanced mathematical theories #Statistical Methods and Inference #Bayesian Methods and Mixture Models

paper · pdf · doi:10.48550/arxiv.1604.08428

Abstract

In the context of nonparametric regression, we study conditions under which the consistency (and rates of convergence) of estimators built from discretely sampled curves can be derived from the consistency of estimators based on the unobserved whole trajectories. As a consequence, we derive asymptotic results for most of the regularization techniques used in functional data analysis, including smoothing and basis representation.

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