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
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