Local smoothing regression with functional data

Abstract

Kernel estimates of a regression operator are investigated when the explanatory variable is of functional type. The bandwidths are locally chosen by a data-driven method based on the minimization of a functional version of a cross-validated criterion. A short asymptotic theoretical support is provided and the main body of this paper is devoted to various finite sample size applications. In particular, it is shown through some simulations, that a local bandwidth choice enables to capture some underlying heterogeneous structures in the functional dataset. As a consequence, the estimation of the relationship between a functional variable and a scalar response, and hence the prediction, can be significantly improved by using local smoothing parameter selection rather than global one. This is also confirmed from a chemometrical real functional dataset. These improvements are much more important than in standard finite dimensional setting.