Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data

DOI10.1007/s10182-014-0227-3zbMath1443.62080OpenAlexW2040003372MaRDI QIDQ1621674

Said Attaoui

Publication date: 9 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-014-0227-3

zbMATH Keywords

asymptotic normalitysingle-index modeluniform almost complete convergenceconditional mode estimationconditional density estimationfunctional Hilbert space\(\alpha \)-mixing dependency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Asymptotic properties of a nonparametric conditional density estimator in the local linear estimation for functional data via a functional single-index model ⋮ Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications ⋮ Unnamed Item ⋮ Estimation on functional partially linear single index measurement error model ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship ⋮ Nonparametric regression estimation for functional stationary ergodic data with missing at random

Uses Software

• fda (R)

Cites Work

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