Estimating some characteristics of the conditional distribution in nonparametric functional models

DOI10.1007/S11203-004-3561-3zbMATH Open1117.62030OpenAlexW2037272034MaRDI QIDQ995836FDOQ995836

Authors: Frédéric Ferraty, Ali Laksaci, Philippe Vieu 

Publication date: 10 September 2007

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-004-3561-3

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zbMATH Keywords

chemometricsGaussian processesnonparametric estimationconditional quantilekernel estimatordiffusion processessmall ball probabilityconditional cumulative distributionfunctional random variableconditional modederivatives of conditional density

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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Cited In (91)

• Kernel estimators of mode under \(\psi\)-weak dependence
• A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model
• Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
• Adaptive estimation in the functional nonparametric regression model
• Functional data: local linear estimation of the conditional density and its application
• Non parametric regression quantile estimation for dependent functional data under random censorship: asymptotic normality
• Nonparametric statistical learning based on modal regression
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
• A note on the convergence rate of the kernel density estimator of the mode
• Kernel conditional quantile estimator under left truncation for functional regressors
• Quadratic error of the kernel estimate of the conditional density when the regressor is functional
• Nonparametric estimation of the conditional mode when the regressor is functional
• Large deviation results for the nonparametric regression function estimator on functional data
• Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions
• Rate of uniform consistency for nonparametric estimates with functional variables
• On the conditional density estimation for continuous time processes with values in functional spaces
• Recursive nonparametric regression estimation for dependent strong mixing functional data
• Note on conditional mode estimation for functional dependent data
• A generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality
• Functional nonparametric estimation of conditional extreme quantiles
• Robust estimators in semi-functional partial linear regression models
• Bootstrap confidence intervals in functional nonparametric regression under dependence
• Local linear estimation of the conditional cumulative distribution function: censored functional data case
• A note on the conditional density estimate in the single functional index model
• Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data
• Functional time series prediction via conditional mode estimation
• Nonparametric quantile regression estimation for functional dependent data
• Nonparametric estimation of conditional quantiles for functional and spatial dependent variables
• Local polynomial modelling of the conditional quantile for functional data
• Asymptotic results of a recursive double kernel estimator of the conditional quantile for functional ergodic data
• Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data
• Nonparametric regression estimation for functional stationary ergodic data with missing at random
• Conditional distribution regression for functional responses
• Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression
• Comments on: Model-free model-fitting and predictive distributions
• On robust nonparametric regression estimation for a functional regressor
• SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
• Local linear estimation of the conditional density for functional data.
• Nonparametric regression for functional data: automatic smoothing parameter selection
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
• \(M\)-estimation of the regression function under random left truncation and functional time series model
• Robust regression analysis for a censored response and functional regressors
• Asymptotic normality of a robust estimator of the regression function for functional time series data
• Asymptotic normality of conditional density estimation in the single index model for functional time series data
• Strong convergence of robust equivariant nonparametric functional regression estimators
• Kernel conditional density estimation when the regressor is valued in a semi-metric space
• On the local linear modelization of the conditional distribution for functional data
• On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data
• Conditional VAR and expected shortfall: a new functional approach
• No effect tests in regression on functional variable and some applications to spectrometric studies
• Nonparametric estimation of a surrogate density function in infinite-dimensional spaces
• Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
• Asymptotic properties of a nonparametric conditional density estimator in the local linear estimation for functional data via a functional single-index model
• Recursive kernel estimate of the conditional quantile for functional ergodic data
• Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models
• Curse of dimensionality and related issues in nonparametric functional regression
• Nonparametric modelling for functional data: selected survey and tracks for future
• A nonparametric comparison of conditional distributions with nonnegligible cure fractions
• Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
• Rate of uniform consistency for a class of mode regression on functional stationary ergodic data
• Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors
• Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data
• On the functional local linear estimate for spatial regression
• Convergence rates for kernel regression in infinite-dimensional spaces
• Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
• Quadratic error of the conditional quantile for functional data in the local linear estimation with missing at random
• Nonparametric depth and quantile regression for functional data
• Almost sure representations of the conditional hazard function and its maximum estimation under right-censoring and left-truncation
• A recursive kernel estimate of the functional modal regression under ergodic dependence condition
• On the central limit theorem for conditional density estimator in the single functional index model
• Nonparametric estimation of some characteristics of the conditional distribution in single functional index model
• Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure
• Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random
• Non compact estimation of the conditional density from direct or noisy data
• Consistency rates and asymptotic normality of the high risk conditional for functional data
• Consistency rates and asymptotic normality of the high risk conditional for functional data
• The conditional cumulative distribution function in single functional index model
• Nonparametric Panel Estimation of Labor Supply
• Nonparametric Estimators of the Distribution Function for One Modified Model of Current Status Data
• Weak convergence of the conditional U-statistics for locally stationary functional time series
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• The $k$ nearest neighbors local linear estimator of functional conditional density when there are missing data
• Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model
• Nonparametric M-regression with scale parameter for functional dependent data
• Nonparametric estimation of the conditional distribution function for surrogate data by the regression model
• The \(k\)-nearest neighbour local linear estimation of the conditional hazard function in high-dimensional statistics
• Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile
• Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data
• Nonparametric recursive method for generalized kernel estimators for dependent functional data
• Strong uniform consistency rates of conditional density estimation in the single functional index model for functional data under random censorship

Uses Software

• fda (R)

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