The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors

DOI10.1515/strm-2019-0029zbMath1493.62151OpenAlexW3205327183MaRDI QIDQ2076038

Ali Laksaci, Zouaoui Chikr Elmezouar, Ibrahim M. Almanjahie, Salim Bouzebda

Publication date: 18 February 2022

Published in: Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/strm-2019-0029

zbMATH Keywords

functional data analysisexpectile regression\(k\mathrm{NN}\) methodalmost complete convergence ratefunctional nonparametric statisticsUNN consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data ⋮ Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data ⋮ Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data ⋮ Local linear estimate of the functional expectile regression

Uses Software

• fda (R)

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