Year: 2025
Type: preprint
Abstract: We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters remain to be selected. We provide a general asymptotic upper bound on the estimation error and show that this procedure achieves polynomial convergence rates under appropriate tuning and supersmoothness of the regression function. Such polynomial convergence rates have usually been considered to be non-attainable in nonparametric functional regression without any additional strong structural constraints such as linearity of the regression function.
Source: arXiv (Cornell University)
Institutions: Statistics Austria, University of Bonn, University of Rostock
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4416529525
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