IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v181y2022ics0167715221002182.html
   My bibliography  Save this article

On the robustification of the kernel estimator of the functional modal regression

Author

Listed:
  • Amel, Azzi
  • Ali, Laksaci
  • Elias, Ould Saïd

Abstract

A new nonparametric estimator of the conditional mode when the regressors are functionals is proposed. The main aim of this paper is to establish the almost complete convergence (with rate) of the constructed estimator is estimate under general assumptions in nonparametric functional statistics. A simulation study is carried out to examine, illustrate, the finite samples behavior of the constructed estimator. Finally, a discussion highlighting the impact of this new estimator in nonparametric functional data analysis is also given.

Suggested Citation

  • Amel, Azzi & Ali, Laksaci & Elias, Ould Saïd, 2022. "On the robustification of the kernel estimator of the functional modal regression," Statistics & Probability Letters, Elsevier, vol. 181(C).
  • Handle: RePEc:eee:stapro:v:181:y:2022:i:c:s0167715221002182
    DOI: 10.1016/j.spl.2021.109256
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715221002182
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spl.2021.109256?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Germán Aneiros & Ricardo Cao & Philippe Vieu, 2019. "Editorial on the special issue on Functional Data Analysis and Related Topics," Computational Statistics, Springer, vol. 34(2), pages 447-450, June.
    2. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2019. "Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 749-758, April.
    3. Crambes, Christophe & Hilgert, Nadine & Manrique, Tito, 2016. "Estimation of the noise covariance operator in functional linear regression with functional outputs," Statistics & Probability Letters, Elsevier, vol. 113(C), pages 7-15.
    4. M'hamed Ezzahrioui & Elias Ould-Saïd, 2008. "Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(1), pages 3-18.
    5. Geenens, Gery, 2015. "Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 369-377.
    6. Fahimah A. Al-Awadhi & Zoulikha Kaid & Ali Laksaci & Idir Ouassou & Mustapha Rachdi, 2019. "Functional data analysis: local linear estimation of the $$L_1$$ L 1 -conditional quantiles," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(2), pages 217-240, June.
    7. Sophie Dabo-Niang & Zoulikha Kaid & Ali Laksaci, 2015. "Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(2), pages 131-160, April.
    8. Manski, Charles F., 1985. "Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator," Journal of Econometrics, Elsevier, vol. 27(3), pages 313-333, March.
    9. M. Jones, 1992. "Estimating densities, quantiles, quantile densities and density quantiles," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(4), pages 721-727, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ali Laksaci & Elias Ould Saïd & Mustapha Rachdi, 2021. "Uniform consistency in number of neighbors of the kNN estimator of the conditional quantile model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(6), pages 895-911, August.
    2. Litimein, Ouahiba & Laksaci, Ali & Ait-Hennani, Larbi & Mechab, Boubaker & Rachdi, Mustapha, 2024. "Asymptotic normality of the local linear estimator of the functional expectile regression," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
    3. Mohammedi, Mustapha & Bouzebda, Salim & Laksaci, Ali, 2021. "The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data," Journal of Multivariate Analysis, Elsevier, vol. 181(C).
    4. Ichimura, Hidehiko & Thompson, T. Scott, 1998. "Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution," Journal of Econometrics, Elsevier, vol. 86(2), pages 269-295, June.
    5. Thierry Magnac & Eric Maurin, 2008. "Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 835-864.
    6. Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
    7. Salim Bouzebda & Christophe Chesneau, 2020. "A Note on the Nonparametric Estimation of the Conditional Mode by Wavelet Methods," Stats, MDPI, vol. 3(4), pages 1-9, October.
    8. Delgado, Miguel A. & Rodriguez-Poo, Juan M. & Wolf, Michael, 2001. "Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator," Economics Letters, Elsevier, vol. 73(2), pages 241-250, November.
    9. Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2017. "Nonparametric estimation of dynamic discrete choice models for time series data," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 97-120.
    10. Taisuke Otsu & Myung Hwan Seo, 2014. "Asymptotics for maximum score method under general conditions," STICERD - Econometrics Paper Series 571, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    11. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    12. Manski, Charles F., 2023. "Probabilistic prediction for binary treatment choice: With focus on personalized medicine," Journal of Econometrics, Elsevier, vol. 234(2), pages 647-663.
    13. P.G. Sankaran & N.N. Midhu, 2017. "Nonparametric estimation of mean residual quantile function under right censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(10), pages 1856-1874, July.
    14. Gayle, Wayne-Roy & Namoro, Soiliou Daw, 2013. "Estimation of a nonlinear panel data model with semiparametric individual effects," Journal of Econometrics, Elsevier, vol. 175(1), pages 46-59.
    15. repec:cep:stiecm:em/2012/559 is not listed on IDEAS
    16. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
    17. Ekaterina Oparina & Sorawoot Srisuma, 2022. "Analyzing Subjective Well-Being Data with Misclassification," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 730-743, April.
    18. Pierre Dubois & Alain de Janvry & Elisabeth Sadoulet, 2012. "Effects on School Enrollment and Performance of a Conditional Cash Transfer Program in Mexico," Journal of Labor Economics, University of Chicago Press, vol. 30(3), pages 555-589.
    19. Mayer, Walter J., 1999. "An extension of the maximum score estimator for disequilibrium models," Economics Letters, Elsevier, vol. 64(2), pages 143-149, August.
    20. Yingying Dong & Arthur Lewbel, 2015. "A Simple Estimator for Binary Choice Models with Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 82-105, February.
    21. Laib, Naâmane & Louani, Djamal, 2010. "Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2266-2281, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:181:y:2022:i:c:s0167715221002182. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.