Cardot, Hervé; Ferraty, Frédéric; Sarda, Pascal - In: Statistics & Probability Letters 45 (1999) 1, pp. 11-22
In this paper, we study a regression model in which explanatory variables are sampling points of a continuous-time process. We propose an estimator of regression by means of a Functional Principal Component Analysis analogous to the one introduced by Bosq [(1991) NATO, ASI Series, pp. 509-529]...