Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications

DOI10.1007/s00184-015-0564-6zbMath1351.62061MaRDI QIDQ300515

Nengxiang Ling, Said Attaoui

Publication date: 28 June 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-015-0564-6

zbMATH Keywords

asymptotic normality; conditional quantiles; conditional cumulative distribution; dependent variables; single functional index; uniform almost complete convergence

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Uses Software

• fda (R)