Local linear estimate of the functional expectile regression

DOI10.1016/J.SPL.2022.109682MaRDI QIDQ2107583zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

almost complete (a.co.) convergenceconditional expectilefunctional data analysis (FDA)kernel methodlocal linear modelingsmall ball probability

Mathematics Subject Classification ID

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)

Recommendations

• On the nonparametric estimation of the functional expectile regression
• The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
• Local linear estimate of the nonparametric robust regression in functional data
• Nonparametric regression expectiles^∗
• Functional local linear estimate for functional relative-error regression

Cites work

• A bias corrected nonparametric regression estimator
• A partial overview of the theory of statistics with functional data
• An introduction to recent advances in high/infinite dimensional statistics
• Assessing value at risk with CARE, the conditional autoregressive expectile models
• Asymmetric Least Squares Estimation and Testing
• Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
• Beyond mean regression
• Bootstrap methods for bias correction and confidence interval estimation for nonlinear quantile regression of longitudinal data
• Conditional expectiles, time consistency and mixture convexity properties
• Convergence rates for kernel regression in infinite-dimensional spaces
• Data-driven \(k\)NN estimation in nonparametric functional data analysis
• Discussion: Living beyond our means
• Discussion: The beauty of expectiles
• Estimation of Tail Risk Based on Extreme Expectiles
• Expectile regression for analyzing heteroscedasticity in high dimension
• Expectiles and M-quantiles are quantiles
• Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
• Functional data analysis.
• High-dimensional generalizations of asymmetric least squares regression and their applications
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 4215182 (Why is no real title available?)
• scientific article; zbMATH DE number 775727 (Why is no real title available?)
• Learning rates for kernel-based expectile regression
• Local linear regression for functional data
• Local linear regression for functional predictor and scalar response
• Locally modelled regression and functional data
• Nonparametric estimation of expectile regression in functional dependent data
• Nonparametric functional data analysis. Theory and practice.
• Nonparametric modelling for functional data: selected survey and tracks for future
• NonparametricM-quantile regression using penalised splines
• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Recent advances in functional data analysis and high-dimensional statistics
• Relating quantiles and expectiles under weighted-symmetry
• Semi-functional partial linear quantile regression
• Special issue on functional data analysis and related fields
• The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
• The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
• Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• Uniform in bandwidth consistency for various kernel estimators involving functional data
• Variable selection in functional regression models: a review
• Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data

Cited in

(12)

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

Describes a project that uses

Uses Software

• fda (R)

This page was built for publication: Local linear estimate of the functional expectile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2107583)