Local linear estimate of the functional expectile regression

DOI10.1016/J.SPL.2022.109682zbMATH Open1499.62139OpenAlexW4296984432MaRDI QIDQ2107583FDOQ2107583

Authors: Ouahiba Litimein, Ali Laksaci, Boubaker Mechab, Salim Bouzebda 

Publication date: 2 December 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109682

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zbMATH Keywords

functional data analysis (FDA)kernel methodsmall ball probabilitylocal linear modelingalmost complete (a.co.) convergenceconditional expectile

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12) Order statistics; empirical distribution functions (62G30) Functional data analysis (62R10)

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Cited In (11)

• Statistical inference in the partial functional linear expectile regression model
• Functional local linear estimate for functional relative-error regression
• Local linear regression for functional data
• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
• Nonparametric regression expectiles^∗
• On the nonparametric estimation of the functional expectile regression
• The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
• Asymptotic normality of the local linear estimator of the functional expectile regression
• The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
• Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds

Uses Software

• fda (R)

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