Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimation of a functional single index model with dependent errors and
  unknown error density   The problem of error density estimation for a functional single index model
with dependent errors is studied. A Bayesian method is utilized to
simultaneously estimate the bandwidths in the kernel-form error density and
regression function, under an autoregressive error structure. For estimating
both the regression function and error density, empirical studies show that the
functional single index model gives improved estimation and prediction
accuracies than any nonparametric functional regression considered.
Furthermore, estimation of error density facilitates the construction of
prediction interval for the response variable.

29
The categories of this paper are: funct-an
21
The categories of this paper are: adap-org
26
The categories of this paper are: bayes-an
37
The categories of this paper are: supr-con
3
The categories of this paper are: physics
19
The categories of this paper are: eess
36
The categories of this paper are: cmp-lg
24
The categories of this paper are: dg-ga
22
The categories of this paper are: chao-dyn
35
The categories of this paper are: mtrl-th
25
The categories of this paper are: patt-sol
23
The categories of this paper are: solv-int
6
The categories of this paper are: astro-ph
17
The categories of this paper are: q-fin
10
The categories of this paper are: q-bio
8
The categories of this paper are: hep-ex