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Data-driven kNN estimation in nonparametric functional data analysis

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Listed:
  • Kara, Lydia-Zaitri
  • Laksaci, Ali
  • Rachdi, Mustapha
  • Vieu, Philippe

Abstract

Kernel nearest-neighbor (kNN) estimators are introduced for the nonparametric analysis of statistical samples involving functional data. Asymptotic theory is provided for several different target operators including regression, conditional density, conditional distribution and hazard operators. The main point of the paper is to consider data-driven methods of selecting the number of neighbors in order to make the proposed methods fully automatic. As a by-product of our proofs we state consistency results for kNN functional estimators which are uniform in the number of neighbors (UINN). Some simulated experiences illustrate the feasibility and the finite-sample behavior of the method.

Suggested Citation

  • Kara, Lydia-Zaitri & Laksaci, Ali & Rachdi, Mustapha & Vieu, Philippe, 2017. "Data-driven kNN estimation in nonparametric functional data analysis," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 176-188.
  • Handle: RePEc:eee:jmvana:v:153:y:2017:i:c:p:176-188
    DOI: 10.1016/j.jmva.2016.09.016
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    References listed on IDEAS

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