Weak convergence of the conditional U-statistics for locally stationary functional time series

DOI10.1007/S11203-023-09305-YMaRDI QIDQ6493980zbMATH OpenFDO

Authors Inass Soukarieh, Salim Bouzebda

Publication date 29 April 2024

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11203-023-09305-Y

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Nonparametric robustness (62G35)

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Cited in

(5)

• Asymptotic results of the randomly censored kernel-type expectile regression estimator for functional dependent data
• Nonparametric expectile shortfall regression for functional data
• Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators
• Bounds in Wasserstein distance for locally stationary functional time series
• Optimal transport convergence of conditional distribution estimation for single-indexed locally stationary functional time series

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