Conditional Density Estimation in the Single Functional Index Model for α-Mixing Functional Data
From MaRDI portal
Publication:2815375
DOI10.1080/03610926.2012.664236zbMath1462.62231OpenAlexW2088949067MaRDI QIDQ2815375
Nengxiang Ling, Zhihuan Li, Wenzhi Yang
Publication date: 28 June 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.664236
Hilbert spaceconditional densityalmost complete convergence ratesingle functional index model\(\alpha\)-mixing dependence
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (8)
Missing responses at random in functional single index model for time series data ⋮ Uniform convergence of estimator for nonparametric regression with dependent data ⋮ Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications ⋮ Asymptotic normality of conditional distribution estimation in the single index model ⋮ Single Functional Index Model under Responses MAR and Dependent Observations ⋮ Asymptotic normality of the local linear estimation of the conditional density for functional time-series data ⋮ Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship ⋮ CLT for single functional index quantile regression under dependence structure
Cites Work
- Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
- A note on the conditional density estimate in the single functional index model
- Consistency of the regression estimator with functional data under long memory conditions
- Rate of uniform consistency for nonparametric estimates with functional variables
- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions
- Modèle à indice fonctionnel simple. (Single functional index model)
- Nonparametric prediction by conditional median and quantiles
- The functional nonparametric model and applications to spectrometric data
- Applied functional data analysis. Methods and case studies
- Direct estimation of the index coefficient in a single-index model
- Functional nonparametric model for time series: a fractal approach for dimension reduction
- Optimal smoothing in single-index models
- Nonparametric functional data analysis. Theory and practice.
- Cross-validated estimations in the single-functional index model
- Advances on asymptotic normality in non-parametric functional time series analysis
- A nonparametric conditional mode estimate
- On Conditional Density Estimation
This page was built for publication: Conditional Density Estimation in the Single Functional Index Model for α-Mixing Functional Data