Title: On the optimal reconstruction of partially observed functional data
Authors: Alois Kneip - University of Bonn (Germany) [presenting]
Dominik Liebl - University Bonn (Germany)
Abstract: A new reconstruction operator is proposed that aims to recover the missing parts of a function given the observed parts. This new operator belongs to a new, very large class of functional operators which includes the classical regression operators as a special case. We show the optimality of our reconstruction operator and demonstrate that the usually considered regression operators generally cannot be optimal reconstruction operators. Our estimation theory allows for autocorrelated functional data and considers the practically relevant situation in which each of the n functions is observed at $m$ discretization points. We derive rates of consistency for our nonparametric estimation procedures using double asymptotics. For data situations, as in our real data application where $m$ is considerably smaller than $n$, we show that our functional principal components based estimator can provide better rates of convergence than any conventional nonparametric smoothing method.