Relative-error prediction in nonparametric functional statistics: theory and practice

DOI10.1016/J.JMVA.2015.09.019zbMATH Open1334.62036OpenAlexW1925137896MaRDI QIDQ268768FDOQ268768

Authors: Jacques Demongeot, Ali Hamie, Ali Laksaci, Mustapha Rachdi 

Publication date: 15 April 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.09.019

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zbMATH Keywords

asymptotic normalityfunctional datanonparametric estimationeconomic datamean square relative errorpositive responsesregression operatorsmall ball propertystock price

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) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30)

Cites Work

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• Relative-error prediction in nonparametric functional statistics: theory and practice
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• Least absolute relative error estimation
• Functional data: local linear estimation of the conditional density and its application
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• A partitioned single functional index model
• Relative error prediction via kernel regression smoothers
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Cited In (23)

• Relative stability of global errors of nonparametric function estimators
• Nonparametric relative recursive regression
• Functional local linear estimate for functional relative-error regression
• Relative-error prediction in nonparametric functional statistics: theory and practice
• Relative error prediction in nonparametric deconvolution regression model
• Nonparametric estimation of the relative error in functional regression and censored data
• Local linear estimation of the regression function for twice censored data
• Relative error prediction: Strong uniform consistency for censoring time series model
• Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data
• High dimensional statistics: quadratic error in the local linear estimation of the relative regression
• Nonparametric relative error estimation of the regression function for left truncated and right censored time series data
• The k nearest neighbors smoothing of the relative-error regression with functional regressor
• Title not available (Why is that?)
• Title not available (Why is that?)
• The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors
• Incorporating relative error criterion to conformal prediction for positive data
• Strong convergence of the functional nonparametric relative error regression estimator under right censoring
• An introduction to recent advances in high/infinite dimensional statistics
• Functional data analysis: estimation of the relative error in functional regression under random left-truncation model
• Local half-region depth for functional data
• The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
• Nonparametric modelling for functional data: selected survey and tracks for future
• Single-index relative error regression models

Uses Software

• fda (R)

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