Single functional index quantile regression under general dependence structure

DOI10.1080/10485252.2020.1797021zbMath1465.62188OpenAlexW3045151491MaRDI QIDQ4987549

Aboubacar Traore, Abbes Rabhi, Amina Angelika Bouchentouf, Mohamed Chaouch

Publication date: 3 May 2021

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2020.1797021

zbMATH Keywords

kernel estimatorconditional quantilesergodic datafunctional single-index model

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) Functional data analysis (62R10) Nonparametric estimation (62G05) Censored data models (62N01)

Related Items (2)

Function-on-function partial quantile regression ⋮ Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions

Uses Software

• fda (R)

Cites Work

• 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 partial overview of the theory of statistics with functional data
• Robust functional principal components: a projection-pursuit approach
• Partially linear varying coefficient models stratified by a functional covariate
• Conditional density estimation in a censored single-index regression model
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
• Automatic estimation procedure in partial linear model with functional data
• Rates of strong consistencies of the regression function estimator for functional stationary ergodic data
• A partitioned single functional index model
• Partial linear modelling with multi-functional covariates
• Rate of uniform consistency for nonparametric estimates with functional variables
• Optimal bandwidth selection in nonparametric regression function estimation
• On average derivative quantile regression
• Efficient estimation in conditional single-index regression
• Modèle à indice fonctionnel simple. (Single functional index model)
• Applied functional data analysis. Methods and case studies
• On dimension reduction models for functional data
• Recent advances in functional data analysis and high-dimensional statistics
• Direct estimation of the index coefficient in a single-index model
• Strong approximation of quantile processes by iterated Kiefer processes.
• Curse of dimensionality and related issues in nonparametric functional regression
• Functional single-index quantile regression models
• 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
• Nonparametric M-estimation for functional stationary ergodic data
• Functional projection pursuit regression
• Functional data analysis.
• Semi-parametric estimation of partially linear single-index models
• Nonparametric functional data analysis. Theory and practice.
• Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship
• A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
• Functional partial linear model
• Nonparametric Estimation from Incomplete Observations
• Cross-validated estimations in the single-functional index model
• Regression Quantiles
• Nonparametric modelling for functional data: selected survey and tracks for future
• Estimation of a functional single index model with dependent errors and unknown error density
• Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
• Generalized Functional Linear Models With Semiparametric Single-Index Interactions
• Randomly censored quantile regression estimation using functional stationary ergodic data

This page was built for publication: Single functional index quantile regression under general dependence structure