Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data

DOI10.1016/j.jmva.2019.04.009zbMath1422.62153OpenAlexW2945194013WikidataQ127855501 ScholiaQ127855501MaRDI QIDQ2274958

Yousri Slaoui

Publication date: 1 October 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://hal-univ-poitiers.archives-ouvertes.fr/hal-02137919/file/S0047259X19300363.pdf

zbMATH Keywords

bootstrapasymptotic normalitynonparametric estimationfunctional data analysismean square relative errorstochastic approximation algorithmfunctional nonparametric statistics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical smoothing, curve fitting (65D10) Nonparametric statistical resampling methods (62G09) Stochastic approximation (62L20)

Related Items

Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials ⋮ Nonparametric relative recursive regression ⋮ The k nearest neighbors smoothing of the relative-error regression with functional regressor ⋮ Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics ⋮ Nonparametric recursive method for generalized kernel estimators for dependent functional data ⋮ Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method ⋮ Methodology for nonparametric bias reduction in kernel regression estimation ⋮ A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model ⋮ Recursive non-parametric kernel classification rule estimation for independent functional data ⋮ Recursive nonparametric regression estimation for dependent strong mixing functional data ⋮ Local linear estimate of the functional expectile regression

Uses Software

• fda (R)
• fda.usc
• OutlierD

Cites Work

• Unnamed Item
• Unnamed Item
• Relative-error prediction in nonparametric functional statistics: theory and practice
• Bootstrap confidence intervals in functional nonparametric regression under dependence
• General relative error criterion and M-estimation
• A partial overview of the theory of statistics with functional data
• Inference for functional data with applications
• A partitioned single functional index model
• Partial linear modelling with multi-functional covariates
• Prediction in functional linear regression
• Relative error prediction via kernel regression smoothers
• Practical bandwidth selection in deconvolution kernel density estimation
• Methodology and convergence rates for functional linear regression
• On the use of the bootstrap for estimating functions with functional data
• Relative-error prediction
• Applied functional data analysis. Methods and case studies
• Recursive estimation of nonparametric regression with functional covariate
• Bootstrap methods for stationary functional time series
• Recent advances in functional data analysis and high-dimensional statistics
• Optimal bandwidth selection for semi-recursive kernel regression estimators
• Recursive density estimators based on Robbins-Monro's scheme and using Bernstein polynomials
• Bootstrap simultaneous error bars for nonparametric regression
• Data-driven \(k\)NN estimation in nonparametric functional data analysis
• Bootstrap in semi-functional partial linear regression under dependence
• A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
• Semi-functional partial linear regression
• Nonparametric functional data analysis. Theory and practice.
• A unified theory of regularly varying sequences
• Functional partial linear model
• On the Validity of the Bootstrap in Non-Parametric Functional Regression
• Approximation Theorems of Mathematical Statistics
• Revisiting R\'ev\'esz's stochastic approximation method for the estimation of a regression function
• Predicting software errors, during development, using nonlinear regression models: a comparative study
• Regression Quantiles
• Prediction, Linear Regression and the Minimum Sum of Relative Errors
• Nonparametric modelling for functional data: selected survey and tracks for future
• Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
• Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
• Least Absolute Relative Error Estimation
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• Regularly Varying Sequences

This page was built for publication: Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data