Rates of strong consistencies of the regression function estimator for functional stationary ergodic data

DOI10.1016/J.JSPI.2010.06.009zbMATH Open1197.62038OpenAlexW1998743181MaRDI QIDQ710795FDOQ710795

Djamal Louani, N. Laïb

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.009

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zbMATH Keywords

functional datastrong consistencyrate of convergenceregression estimationergodic processesmartingale differenceVapnik-Chervonenkis class

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Functional data analysis
• Weak convergence and empirical processes. With applications to statistics
• Nonparametric functional data analysis. Theory and practice.
• Linear processes in function spaces. Theory and applications
• Applied functional data analysis. Methods and case studies
• Gaussian processes: Inequalities, small ball probabilities and applications
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Functional nonparametric model for time series: a fractal approach for dimension reduction
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• Advances on asymptotic normality in non-parametric functional time series analysis
• Nonparametric Estimation of the Mode of A Distribution of Random Curves
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
• Dimension fractale et estimation de la régression dans des espaces vectoriels semi-normés
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
• Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
• ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE

Cited In (33)

• On the local linear modelization of the conditional density for functional and ergodic data
• A recursive kernel estimate of the functional modal regression under ergodic dependence condition
• Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: case of an unknown scale parameter
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
• LOCAL LINEAR MODELLING OF THE CONDITIONAL DISTRIBUTION FUNCTION FOR FUNCTIONAL ERGODIC DATA
• The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
• Vector-on-function quantile regression for stationary ergodic processes
• Modified kernel regression estimation with functional time series data
• Note on conditional quantiles for functional ergodic data
• Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random
• Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data
• Single functional index quantile regression under general dependence structure
• Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data
• Title not available (Why is that?)
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• Conditional mode estimation for functional stationary ergodic data with responses missing at random
• Real-time estimation for functional stochastic regression models
• Nonparametric regression estimation for functional stationary ergodic data with missing at random
• kNN robustification equivariant nonparametric regression estimators for functional ergodic data
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
• Title not available (Why is that?)
• Asymptotic properties of the conditional hazard function estimate by the local linear method for functional ergodic data
• Robust equivariant non parametric regression estimators for functional ergodic data
• Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
• Randomly censored quantile regression estimation using functional stationary ergodic data
• Recursive kernel estimate of the conditional quantile for functional ergodic data
• Title not available (Why is that?)
• Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions
• Rate of uniform consistency for a class of mode regression on functional stationary ergodic data
• Consistency results of the M-regression function estimator for stationary continuous-time and ergodic data
• Uniform consistency rate of kNN regression estimation for functional time series data
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
• Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data

Uses Software

• fda (R)

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