On the nonparametric estimation of the functional expectile regression

DOI10.5802/CRMATH.27zbMATH Open1444.62047OpenAlexW3041707495MaRDI QIDQ784366FDOQ784366

Ali Laksaci, Salim Bouzebda, Mustapha Mohammedi

Publication date: 3 August 2020

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

Full work available at URL: https://doi.org/10.5802/crmath.27

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zbMATH Keywords

nonparametric estimationfunctional expectile regression

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Functional data analysis (62R10)

Cites Work

• Functional data analysis.
• Nonparametric functional data analysis. Theory and practice.
• Regression Quantiles
• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Title not available (Why is that?)
• Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings
• Asymmetric Least Squares Estimation and Testing
• Expectiles and \(M\)-quantiles are quantiles
• Relating quantiles and expectiles under weighted-symmetry
• Expectile and quantile regression—David and Goliath?
• Assessing value at risk with CARE, the conditional autoregressive expectile models
• Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology
• A generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality
• Multivariate extensions of expectiles risk measures
• Conditional expectiles, time consistency and mixture convexity properties
• Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
• Functional statistics and related fields. Selected papers based on the presentations at the 4th international workshop on functional and operational statistics, IWFOS, Corunna, Spain, June 15--17, 2017
• Extremiles: A New Perspective on Asymmetric Least Squares

Cited In (7)

• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
• Nonparametric regression expectiles^∗
• Asymptotic normality for the wavelet partially linear additive model components estimation
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
• Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds

Uses Software

• fda (R)

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