Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
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asymptotic normalityconditional quantilesconditional cumulative distributiondependent variablessingle functional indexuniform almost complete convergence
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
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Cites work
- scientific article; zbMATH DE number 1005342 (Why is no real title available?)
- scientific article; zbMATH DE number 5018704 (Why is no real title available?)
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Cited in
(16)- On the central limit theorem for conditional density estimator in the single functional index model
- Missing responses at random in functional single index model for time series data
- Estimation on functional partially linear single index measurement error model
- Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data
- Single functional index quantile regression under general dependence structure
- The conditional cumulative distribution function in single functional index model
- Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data
- Conditional time-dependent nonparametric estimators with an application to healthcare production function
- CLT for single functional index quantile regression under dependence structure
- Asymptotic normality of conditional density estimation in the single index model for functional time series data
- Local linear conditional cumulative distribution function with mixing data
- Asymptotic properties of a nonparametric conditional density estimator in the local linear estimation for functional data via a functional single-index model
- The \(k\)-nearest neighbour local linear estimation of the conditional hazard function in high-dimensional statistics
- Single functional index model under responses MAR and dependent observations
- Strong uniform consistency rates of conditional density estimation in the single functional index model for functional data under random censorship
- Asymptotic normality of the k-NN single index regression estimator for functional weak dependence data*
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