Regression models with correlated errors based on functional random design

DOI10.1007/S11749-016-0495-1zbMATH Open1422.62123OpenAlexW2413503207MaRDI QIDQ2398076FDOQ2398076

Karim Benhenni, Mustapha Rachdi, Sonia Hedli-Griche

Publication date: 15 August 2017

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-016-0495-1

zbMATH Keywords

asymptotic distributionkernel estimatormean squared error (MSE)negatively associated processNadaraya-Watson kernel estimatorARFIMA and Ornstein-Uhlenbeck processfunctional regression operatorrandom functional datashort and long memory process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Nonparametric functional data analysis. Theory and practice.
• A partial overview of the theory of statistics with functional data
• Linear processes in function spaces. Theory and applications
• Applied functional data analysis. Methods and case studies
• A practical guide to splines
• Title not available (Why is that?)
• The functional nonparametric model and applications to spectrometric data
• Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• Nonparametric regression for functional data: automatic smoothing parameter selection
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
• Consistency of the regression estimator with functional data under long memory conditions
• Local smoothing regression with functional data
• Estimation of the regression operator from functional fixed-design with correlated errors
• Asymptotic normality of random fields of positively or negatively associated processes
• Title not available (Why is that?)
• Nonparametric regression: An up–to–date bibliography

Cited In (8)

• Nearest neighbors estimation for long memory functional data
• Local polynomial estimation of regression operators from functional data with correlated errors
• The effect of correlated errors on the performance of local linear estimation of regression function based on random functional design
• Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors
• Sampling designs for regression coefficient estimation with correlated errors
• Regression model for surrogate data in high dimensional statistics
• Nonparametric modelling for functional data: selected survey and tracks for future
• Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors

Uses Software

• fda (R)
• longmemo

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