Regression models with correlated errors based on functional random design

DOI10.1007/s11749-016-0495-1zbMath1422.62123OpenAlexW2413503207MaRDI QIDQ2398076

Mustapha Rachdi, Sonia Hedli-Griche, Karim Benhenni

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

Related Items (5)

Regression model for surrogate data in high dimensional statistics ⋮ Nonparametric modelling for functional data: selected survey and tracks for future ⋮ Nearest neighbors estimation for long memory functional data ⋮ Local polynomial estimation of regression operators from functional data with correlated errors ⋮ Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors

Uses Software

• fda (R)
• longmemo

Cites Work

• A partial overview of the theory of statistics with functional data
• 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
• A practical guide to splines
• Asymptotic normality of random fields of positively or negatively associated processes
• The functional nonparametric model and applications to spectrometric data
• Linear processes in function spaces. Theory and applications
• Applied functional data analysis. Methods and case studies
• 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 functional data analysis. Theory and practice.
• Nonparametric regression for functional data: automatic smoothing parameter selection
• Nonparametric regression: An up–to–date bibliography
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
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