On the nonparametric estimation of the functional expectile regression

DOI10.5802/CRMATH.27MaRDI QIDQ784366zbMATH OpenOpenAlexFDO

Authors Mustapha Mohammedi, Salim Bouzebda, Ali Laksaci

Publication date 3 August 2020

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

functional expectile regressionnonparametric estimation

Mathematics Subject Classification ID

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

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Cites work

• A generalized L^1-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality
• Assessing value at risk with CARE, the conditional autoregressive expectile models
• Asymmetric Least Squares Estimation and Testing
• Asymptotic results for an L^1-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology
• Conditional expectiles, time consistency and mixture convexity properties
• Expectile and quantile regression—David and Goliath?
• Expectiles and M-quantiles are quantiles
• Extremiles: A New Perspective on Asymmetric Least Squares
• Functional data analysis.
• 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
• scientific article; zbMATH DE number 775727 (Why is no real title available?)
• Multivariate extensions of expectiles risk measures
• Nonparametric functional data analysis. Theory and practice.
• Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. With discussion and authors' reply
• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Regression Quantiles
• Relating quantiles and expectiles under weighted-symmetry

Cited in

(12)

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

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• fda (R)

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