Local Linear Regression for Functional Predictor and Scalar Response
Articles
Overview
published in
- JOURNAL OF MULTIVARIATE ANALYSIS Journal
publication date
- January 2009
start page
- 102
end page
- 111
issue
- 1
volume
- 100
Digital Object Identifier (DOI)
International Standard Serial Number (ISSN)
- 0047-259X
Electronic International Standard Serial Number (EISSN)
- 1095-7243
abstract
- The aim of this work is to introduce a new nonparametric regression technique in the context of functional covariate and scalar response. We propose a local linear regression estimator and study its asymptotic behaviour. Its finite-sample performance is compared with a Nadayara-Watson type kernel regression estimator and with the linear regression estimator via a Monte Carlo study and the analysis of two real data sets. In all the scenarios considered, the local linear regression estimator performs better than the kernel one, in the sense that the mean squared prediction error is lower.