Nonparametric estimation of expectile regression in functional dependent data
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almost complete (a.co.) convergenceconditional expectilefinancial time seriesfunctional data analysis (FDA)functional time serieskernel methodsmall ball probability
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) Functional data analysis (62R10)
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Cited in
(17)- Local linear estimate of the functional expectile regression
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
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- Regularized nonlinear regression with dependent errors and its application to a biomechanical model
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- Asymptotic normality of the local linear estimator of the functional expectile regression
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors
- Asymptotic normality for the wavelet partially linear additive model components estimation
- Exponential L p -quantile estimation of function-on-scalar model with its applications in functional data analysis
- Asymptotic results of the randomly censored kernel-type expectile regression estimator for functional dependent data
- Renewable estimation in expectile regression model with streaming data sets
- Nonparametric expectile shortfall regression for functional data
- Statistical inference in functional quadratic expectile regression model
- Nonparametric regression in exponential families
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