The conditional cumulative distribution function in single functional index model

DOI10.1080/03610926.2014.932808MaRDI QIDQ2816665zbMATH OpenOpenAlexFDO

Authors Ahmed Ait Saidi, Mecheri Kheira

Publication date 25 August 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.932808

zbMATH Keywords

almost complete convergenceconditional cumulative distribution functionfunctional random variablekernel estimatorsingle functional index model

Mathematics Subject Classification ID

Strong limit theorems (60F15) Prediction theory (aspects of stochastic processes) (60G25) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

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Cites work

• A comparison of cross-validation techniques in density estimation
• A note on the conditional density estimate in the single functional index model
• Applied functional data analysis. Methods and case studies
• Cross-validated estimations in the single-functional index model
• Direct estimation of the index coefficient in a single-index model
• Efficient estimation in conditional single-index regression
• Estimating some characteristics of the conditional distribution in nonparametric functional models
• Linear processes in function spaces. Theory and applications
• Modèle à indice fonctionnel simple. (Single functional index model)
• Non-parametric estimation of conditional quantiles
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Optimal bandwidth selection in nonparametric regression function estimation
• Optimal smoothing in single-index models
• Rate of uniform consistency for nonparametric estimates with functional variables
• Smoothing parameter selection in hazard estimation
• Statistics for functional data

Cited in

(3)

• Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure
• Nonparametric estimation of some characteristics of the conditional distribution in single functional index model
• A note on the conditional density estimate in the single functional index model

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