Dimension reduction for functional data based on weak conditional moments
基于弱条件矩的函数型数据降维
We develop a general theory and estimation methods for functional linear sufficient dimension reduction, where both the predictor and the response can be random functions, or even vectors of functions. Unlike the existing dimension reduction methods, our approach does not rely on the estimation of conditional mean and conditional variance. Instead, it is based on a new statistical construction—the weak conditional expectation, which is based on Carleman operators and their…