• Title of article

    Bootstrap in functional linear regression

  • Author/Authors

    Gonzلlez-Manteiga، نويسنده , , Wenceslao and Martيnez-Calvo، نويسنده , , Adela، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2011
  • Pages
    9
  • From page
    453
  • To page
    461
  • Abstract
    We have considered the functional linear model with scalar response and functional explanatory variable. One of the most popular methodologies for estimating the model parameter is based on functional principal components analysis (FPCA). In recent literature, weak convergence for a wide class of FPCA-type estimates has been proved, and consequently asymptotic confidence sets can be built. In this paper, we have proposed an alternative approach in order to obtain pointwise confidence intervals by means of a bootstrap procedure, for which we have obtained its asymptotic validity. Besides, a simulation study allows us to compare the practical behaviour of asymptotic and bootstrap confidence intervals in terms of coverage rates for different sample sizes.
  • Keywords
    Bootstrap , Functional principal components analysis , Functional linear model , confidence interval
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2011
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    2221119