We consider the problem of consistently estimating the conditional distribution $P(Y \in A |X)$ of a functional data object $Y=(Y(t): t\in[0,1])$ given covariates $X$ in a general space, assuming that $Y$ and $X$ are related by a functional linear regression model. Two natural estimation methods are proposed, based on either bootstrapping the estimated model residuals, or fitting functional parametric models to the model residuals and estimating $P(Y \in A |X)$ via simulation. Whether either of these methods lead to consistent estimation depends on the consistency properties of the regression operator estimator, and the space within which $Y$ is viewed. We show that under general consistency conditions on the regression operator estimator, which hold for certain functional principal component based estimators, consistent estimation of the conditional distribution can be achieved, both when $Y$ is an element of a separable Hilbert space, and when $Y$ is an element of the Banach space of continuous functions. The latter results imply that sets $A$ that specify path properties of $Y$, which are of interest in applications, can be considered. The proposed methods are studied in several simulation experiments, and data analyses of electricity price and pollution curves.
翻译:我们认为,如果假设一个功能性线性回归模型与美元和美元有关,则在假设一个功能性数据对象(Y)=(Y)=(Y)=(Y)=(Y)[0]]美元的情况下,假设一个功能性线性回归模型与美元和X美元有关的情况下,对一个功能性数据对象(Y)的有条件分配(Y)=(Y)=(Y)=(Y)=(Y)=(Y)=(Y)=(Y)=[0]美元)给予的共变数(美元)在一般空间内,假设一个功能性线性回归操作者估计(美元)与美元有关联,我们考虑的问题。我们提出两种自然估计方法,要么是采用模型估计剩余部分,要么是将功能性参数与模型相匹配,要么是美元,要么是Y值是Banach连续功能空间的一部分。后一种结果表明,回归操作者估计值的一致性特性取决于一个回归性操作者(美元)估算值的计算方法,然后是电价分析方法。