Corpus ID: 237562838

Adaptive Ridge-Penalized Functional Local Linear Regression

  title={Adaptive Ridge-Penalized Functional Local Linear Regression},
  author={Wentian Huang and David Ruppert},
  • Wentian Huang, David Ruppert
  • Published 17 September 2021
  • Mathematics
We introduce an original method of multidimensional ridge penalization in functional local linear regressions. The nonparametric regression of functional data is extended from its multivariate counterpart, and is known to be sensitive to the choice of J , where J is the dimension of the projection subspace of the data. Under multivariate setting, a roughness penalty is helpful for variance reduction. However, among the limited works covering roughness penalty under the functional setting, most… Expand

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