Abstract
Estimation in the context of functional data analysis is almost always non-parametric, since the object to be estimated lives in an infinite dimensional space. That is the case for the functional linear model with a real response and a process as covariables. In a recent paper Ferré and Yao state that the estimation of the Effective Dimension Reduction (EDR) subspace via SIR has parametric order. We show that a strong condition is needed for their statement to be true.
Original language | English (US) |
---|---|
Pages (from-to) | 1677-1681 |
Number of pages | 5 |
Journal | Statistica Sinica |
Volume | 17 |
Issue number | 4 |
State | Published - Oct 1 2007 |
Keywords
- Dimension reduction
- Functional data analysis
- Inverse regression