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

DOI10.1007/S00184-015-0564-6zbMATH Open1351.62061OpenAlexW2269850385MaRDI QIDQ300515FDOQ300515

Authors: Said Attaoui, Nengxiang Ling 

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

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zbMATH Keywords

asymptotic normalityconditional quantilesconditional cumulative distributiondependent variablessingle functional indexuniform almost complete convergence

Mathematics Subject Classification ID

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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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*

Uses Software

• fda (R)

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