CLT for single functional index quantile regression under dependence structure

DOI10.2478/AUSM-2021-0003zbMath1476.62074OpenAlexW3197941810MaRDI QIDQ2062486

Abbes Rabhi, Fatima Akkal, Nadia Kadiri, Salah Khardani

Publication date: 27 December 2021

Published in: Acta Universitatis Sapientiae. Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/ausm-2021-0003

zbMATH Keywords

conditional quantilekernel estimatorcensored datanonparametric estimationsingle index modelfunctional random variablestrong mixing processesprobabilities of small balls

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
• A note on the conditional density estimate in the single functional index model
• The estimation of the hazard function from randomly censored data by the kernel method
• Asymptotic properties of conditional quantile estimator for censored dependent observations
• Non-parametric estimation of conditional quantiles
• Mixing: Properties and examples
• On average derivative quantile regression
• Nonparametric prediction by conditional median and quantiles
• Hazard rate estimation in nonparametric regression with censored data
• Asymptotic normality of conditional density estimation in the single index model for functional time series data
• On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data
• Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
• Nonparametric functional data analysis. Theory and practice.
• Weak dependence. With examples and applications.
• Conditional Density Estimation in the Single Functional Index Model for α-Mixing Functional Data
• Nonparametric Estimation from Incomplete Observations
• Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
• Cross-validated estimations in the single-functional index model
• Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
• Hazard rate estimation for strong-mixing and censored processes
• Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence
• REGRESSION QUANTILES FOR TIME SERIES
• Randomly censored quantile regression estimation using functional stationary ergodic data
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Estimating a distribution function for censored time series data

This page was built for publication: CLT for single functional index quantile regression under dependence structure