Nonparametric depth and quantile regression for functional data
From MaRDI portal
Publication:1715535
DOI10.3150/17-BEJ991zbMath1442.62101arXiv1607.03752WikidataQ128753606 ScholiaQ128753606MaRDI QIDQ1715535
Probal Chaudhuri, Joydeep Chowdhury
Publication date: 28 January 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.03752
convergence ratesBahadur representationspatial quantilespatial depthconditional spreadmaximal depth set
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items
Multivariate \(\rho \)-quantiles: a spatial approach, Choosing among notions of multivariate depth statistics, Bayesian inference for quantile autoregressive model with explanatory variables, Spatial quantiles on the hypersphere, Nonparametric depth and quantile regression for functional data, Unnamed Item, Wasserstein gradients for the temporal evolution of probability distributions, Unnamed Item, A topologically valid construction of depth for functional data, On the robustification of the kernel estimator of the functional modal regression, Flexible quantile contour estimation for multivariate functional data: beyond convexity, On the Behavior of Extreme d-dimensional Spatial Quantiles Under Minimal Assumptions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive estimation in the functional nonparametric regression model
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
- Multivariate functional outlier detection
- Estimation in functional linear quantile regression
- Estimating some characteristics of the conditional distribution in nonparametric functional models
- Functional nonparametric estimation of conditional extreme quantiles
- On the lower tail of Gaussian seminorms
- Optimal rates of convergence for nonparametric estimators
- \(M\)-estimation, convexity and quantiles
- On average derivative quantile regression
- Depth-based nonparametric description of functional data, with emphasis on use of spatial depth
- Nonparametric depth and quantile regression for functional data
- A topologically valid definition of depth for functional data
- Optimal global rates of convergence for nonparametric regression
- Structural properties and convergence results for contours of sample statistical depth functions.
- On multivariate quantile regression
- Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
- Lower bound in regression for functional data by representation of small ball probabilities
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
- Central limit theorems revisited
- Convergence rates for kernel regression in infinite-dimensional spaces
- Vector-on-function quantile regression for stationary ergodic processes
- On the \(u\)\,th geometric conditional quantile
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Nonparametric functional data analysis. Theory and practice.
- The spatial distribution in infinite dimensional spaces and related quantiles and depths
- Nonparametric regression for functional data: automatic smoothing parameter selection
- Integrated depth for functional data: statistical properties and consistency
- On a Geometric Notion of Quantiles for Multivariate Data
- k-Nearest Neighbour method in functional nonparametric regression
- M-quantiles
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Regression Quantiles
- The multivariate L 1 -median and associated data depth
- Conditional Quantile Analysis When Covariates are Functions, with Application to Growth Data
- NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
- Quantile regression when the covariates are functions
