Local polynomial modelling of the conditional quantile for functional data

DOI10.1007/S10260-015-0296-9zbMATH Open1416.62222OpenAlexW2084479909MaRDI QIDQ897850FDOQ897850

Authors: Fatiha Messaci, N. Nemouchi, Idir Ouassou, Mustapha Rachdi 

Publication date: 8 December 2015

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-015-0296-9

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zbMATH Keywords

functional datasimulationconditional distributionconditional quantilelocal linear estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Functional data analysis
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• Choosing a kernel regression estimator. With comments and a rejoinder by the authors
• Applied functional data analysis. Methods and case studies
• Additive prediction and boosting for functional data
• Estimating some characteristics of the conditional distribution in nonparametric functional models
• Rate of uniform consistency for nonparametric estimates with functional variables
• On the validity of the bootstrap in non-parametric functional regression
• Locally modelled regression and functional data
• Functional data: local linear estimation of the conditional density and its application
• Local linear regression for functional data
• Local linear regression for functional predictor and scalar response
• Distance-based local linear regression for functional predictors
• Local smoothing regression with functional data
• On the local linear modelization of the conditional distribution for functional data
• Spline estimation of conditional quantities for functional covariates
• Local weighted average estimation of the regression operator for functional data

Cited In (20)

• Local linear estimation of the conditional mode under left truncation for functional regressors
• Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
• Nearest neighbors estimation for long memory functional data
• Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
• Prediction via the quantile-copula conditional density estimator
• Uniform consistency in number of neighbors of the \(k\)NN estimator of the conditional quantile model
• Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression
• Strong consistency of local linear estimation of a conditional density function under random censorship
• Local linear estimation of the conditional quantile for censored data and functional regressors
• Title not available (Why is that?)
• Local linear estimation of a generalized regression function with functional dependent data
• Local linear approach: conditional density estimate for functional and censored data
• Asymptotic properties of the conditional hazard function estimate by the local linear method for functional ergodic data
• A Class of Local Linear Estimators with Functional Data
• Local polynomial estimation of the mean function and its derivatives based on functional data and regular designs
• Regression model for surrogate data in high dimensional statistics
• Forecasting with functional and twice censored data
• Rate of the Almost Sure Convergence of a Generalized Regression Estimate Based on Truncated and Functional Data
• Nonparametric local linear regression estimation for censored data and functional regressors
• Title not available (Why is that?)

Uses Software

• fda (R)

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