Choix optimal du paramètre fonctionnel dans le modèle à indice fonctionnel simple
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- 作者：Ahmed Ait-Saï ; di ; Fré ; dé ; ric Ferraty ; Rabah Kassa ; Philippe Vieu
- 关键词：Clifford analysis ; Superspace ; Dirac operator ; Radial algebra
- 刊名：Comptes Rendus Mathematique
- 出版年：2008
- 出版时间：February 2008
- 年：2008
- 卷：346
- 期：3-4
- 页码：217-220
- 全文大小：114 K
文摘
This Note focuses on an automatical choice of the functional parameter introduced throughout the single functional index model when one regresses a real r.v. on a functional r.v. (i.e. valued in an infinite-dimensional space). This Note aims to prove that a cross-validation-based method leads to an asymptotic optimal choice of the functional index. In addition, one states that such a choice for the functional index is a consistent estimator. To cite this article: A. Ait-Saïdi et al., C. R. Acad. Sci. Paris, Ser. I 346 (2008).