Supplement to 'Estimation in Functional Regression for General Exponential Families'

The Annals of Statistics, 2020

9 Pages Posted: 12 Nov 2020

See all articles by Winston Dou

Winston Dou

The Wharton School, University of Pennsylvania

David Pollard

Independent

Harrison Zhou

Statistics Department of Yale University

Date Written: September 24, 2020

Abstract

In this supplemental article, we introduce some useful results in spectral theory and perturbation theory. Some of the results are well-established. We briefly review them for the purpose of easy reference. We derive a novel bound for the perturbation of eigenprojections, which plays a key role in the slope function estimation problem.

Keywords: Approximation of Compact Operators, Assouad’s Lemma, Exponential Families, Functional Estimation, Mini Max Rates of Convergence

JEL Classification: C1, C2, C4, C5

Suggested Citation

Dou, Winston and Pollard, David and Zhou, Harrison, Supplement to 'Estimation in Functional Regression for General Exponential Families' (September 24, 2020). The Annals of Statistics, 2020, Available at SSRN: https://ssrn.com/abstract=3698524 or http://dx.doi.org/10.2139/ssrn.3698524

Winston Dou (Contact Author)

The Wharton School, University of Pennsylvania ( email )

2318 Steinberg Hall - Dietrich Hall
3620 Locust Walk
Philadelphia, PA 19104
United States

David Pollard

Independent ( email )

Harrison Zhou

Statistics Department of Yale University ( email )

P.O. Box 208290
New Haven, CT 06520
United States

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