This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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120
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Type:
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Topic Contributed
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Date/Time:
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Monday, August 2, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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| Abstract - #309458 |
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Title:
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Linear Prediction in Functional Data Analysis
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Author(s):
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Tailen Hsing*+ and Hyejin Shin
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Companies:
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University of Michigan and Auburn University
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Address:
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Department of Statistics, , ,
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Keywords:
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Abstract:
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In this talk we introduce a new formulation of linear prediction in the functional data context that predicts a scalar response by observing a functional predictor. This formulation substantially generalizes the scope of functional linear prediction, which currently is normally considered in the setting of linear regression. It also provides a natural setting for classical linear prediction theory to play a role in modern functional data analysis. Based on this formulation, we derive the convergence rate of mean squared prediction error. A simulation study is provided to illustrate the finite sample performance for the approach.
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Authors who are presenting talks have a * after their name.
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