Large deviations theorems in nonparametric regression on functional data

DOI10.1016/J.CRMA.2011.04.011MaRDI QIDQ544915zbMATH OpenOpenAlexFDO

Authors Mohamed Cherfi

Publication date 16 June 2011

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0902.3137

Mathematics Subject Classification ID

Large deviations (60F10) Nonparametric regression and quantile regression (62G08)

Abstract: In this paper we prove large deviations principles for the Nadaraya-Watson estimator of the regression of a real-valued variable with a functional covariate. Under suitable conditions, we show pointwise and uniform large deviations theorems with good rate functions.

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Cites work

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Cited in

(11)

• Large and moderate deviations principles for kernel estimators of the multivariate regression
• Towards a better understanding of the dual representation of phi divergences
• Large deviation results for the nonparametric regression function estimator on functional data
• Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator
• Some functional large deviations principles in nonparametric function estimation
• Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data
• Nonparametric modelling for functional data: selected survey and tracks for future
• Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• A functional large deviation principle in nonparametric estimation
• Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression

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