Conditional Density Estimation in the Single Functional Index Model for α-Mixing Functional Data

DOI10.1080/03610926.2012.664236zbMath1462.62231OpenAlexW2088949067MaRDI QIDQ2815375

Nengxiang Ling, Zhihuan Li, Wenzhi Yang

Publication date: 28 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.664236

zbMATH Keywords

Hilbert spaceconditional densityalmost complete convergence ratesingle functional index model\(\alpha\)-mixing dependence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (8)

Missing responses at random in functional single index model for time series data ⋮ Uniform convergence of estimator for nonparametric regression with dependent data ⋮ Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications ⋮ Asymptotic normality of conditional distribution estimation in the single index model ⋮ Single Functional Index Model under Responses MAR and Dependent Observations ⋮ Asymptotic normality of the local linear estimation of the conditional density for functional time-series data ⋮ Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship ⋮ CLT for single functional index quantile regression under dependence structure

Cites Work

• Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
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• Rate of uniform consistency for nonparametric estimates with functional variables
• Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions
• Modèle à indice fonctionnel simple. (Single functional index model)
• Nonparametric prediction by conditional median and quantiles
• The functional nonparametric model and applications to spectrometric data
• Applied functional data analysis. Methods and case studies
• Direct estimation of the index coefficient in a single-index model
• Functional nonparametric model for time series: a fractal approach for dimension reduction
• Optimal smoothing in single-index models
• Nonparametric functional data analysis. Theory and practice.
• Cross-validated estimations in the single-functional index model
• Advances on asymptotic normality in non-parametric functional time series analysis
• A nonparametric conditional mode estimate
• On Conditional Density Estimation

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