Asymptotic normality of the local linear estimator of the functional expectile regression

DOI10.1016/J.JMVA.2023.105281MaRDI QIDQ6536683zbMATH OpenFDO

Authors Ouahiba Litimein, Ali Laksaci, Larbi Ait-Hennani, Boubaker Mechab, Mustapha Rachdi

Publication date 13 May 2024

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2023.105281

zbMATH Keywords

asymptotic distributionexpectile regressionfunctional data analysislocal linear modelingnonparametric estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Multivariate analysis (62Hxx) Sequential estimation (62L12)

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Cited in

(1)

• Nonparametric expectile shortfall regression for functional data

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