On estimation and prediction in spatial functional linear regression model

被引:5
作者
Bouka, Stephane [1 ]
Dabo-Niang, Sophie [2 ,3 ]
Nkiet, Guy Martial [1 ]
机构
[1] Univ Sci & Tech Masuku, BP 913, Franceville, Gabon
[2] Univ Lille, Lab Paul Painleve, CNRS UMR 8524, Lille, France
[3] INRIA MODAL, F-59000 Lille, France
关键词
functional linear regression; spatial functional process; mixing spatial dependence; STATISTICAL VIEW;
D O I
10.1007/s10986-023-09586-z
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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. Then we give the optimal bound of the prediction error under mixing spatial dependence. Finally, we illustrate our results by simulations and by an application to ozone pollution forecasting at nonvisited sites.
引用
收藏
页码:13 / 30
页数:18
相关论文
共 23 条
  • [1] [Anonymous], 2014, INTERSTAT
  • [2] Multivariate functional random fields: prediction and optimal sampling
    Bohorquez, M.
    Giraldo, R.
    Mateu, J.
    [J]. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2017, 31 (01) : 53 - 70
  • [3] Optimal sampling for spatial prediction of functional data
    Bohorquez, Martha
    Giraldo, Ramon
    Mateu, Jorge
    [J]. STATISTICAL METHODS AND APPLICATIONS, 2016, 25 (01) : 39 - 54
  • [4] On estimation in a spatial functional linear regression model with derivatives
    Bouka, Stephane
    Dabo-Niang, Sophie
    Nkiet, Guy Martial
    [J]. COMPTES RENDUS MATHEMATIQUE, 2018, 356 (05) : 558 - 562
  • [5] Prediction in functional linear regression
    Cai, T. Tony
    Hall, Peter
    [J]. ANNALS OF STATISTICS, 2006, 34 (05) : 2159 - 2179
  • [6] Functional linear model
    Cardot, H
    Ferraty, F
    Sarda, P
    [J]. STATISTICS & PROBABILITY LETTERS, 1999, 45 (01) : 11 - 22
  • [7] Cardot H, 2003, STAT SINICA, V13, P571
  • [8] ON THE RATE OF STRONG MIXING IN STATIONARY GAUSSIAN RANDOM-FIELDS
    CHENG, R
    [J]. STUDIA MATHEMATICA, 1992, 101 (02) : 183 - 191
  • [9] ADAPTIVE FUNCTIONAL LINEAR REGRESSION
    Comte, Fabienne
    Johannes, Jan
    [J]. ANNALS OF STATISTICS, 2012, 40 (06) : 2765 - 2797
  • [10] SMOOTHING SPLINES ESTIMATORS FOR FUNCTIONAL LINEAR REGRESSION
    Crambes, Christophe
    Kneip, Alois
    Sarda, Pascal
    [J]. ANNALS OF STATISTICS, 2009, 37 (01) : 35 - 72