School Seminars and Colloquia

Asymptotic equivalence of functional linear regression and a white noise inverse problem

Statistics Seminar

by Alexander Meister


Institution: Mathematics and Statistics Dept
Date: Fri 12th March 2010
Time: 4:15 PM
Location: Room 213, Richard Berry Bldg

Abstract: We consider the statistical experiment of functional linear regression (FLR). Furthermore, we introduce a white noise model where one observes an Ito process which contains the covariance operator of the corresponding FLR model in its construction. We prove asymptotic equivalence of FLR and this white noise model in LeCam's sense.
Moreover, we show equivalence of FLR and an empirical version of the white noise model for finite sample sizes.

For More Information: For more information contact Dr. Owen Jones. Email: odjones@unimelb.edu.au