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Asymptotic Properties of the Estimator of the Conditional Distribution for Associated Functional Data

Author

Listed:
  • Hamri Mohamed Mehdi

    (LABRI, ESI, Sidi Bel Abbes, University Djillali LIABES of Sidi Bel Abbes, Algeria)

  • Dib Abdassamad

    (University Djillali LIABES of Sidi Bel Abbes, Algeria Laboratory of Mathematics)

  • Rabhi Abbes

    (University Djillali LIABES of Sidi Bel Abbes, Algeria)

Abstract

The purpose of the paper was to investigate by the kernel method a nonparametric estimate of the conditional density function of a scalar response variable given a random variable taking values in a separable real Hilbert space when the observations are quasi-associated dependent. Under some general conditions, the authors established the pointwise almost complete consistencies with rates of this estimator. The principal aim is the investigate the convergence rate of the proposed estimator.

Suggested Citation

  • Hamri Mohamed Mehdi & Dib Abdassamad & Rabhi Abbes, 2022. "Asymptotic Properties of the Estimator of the Conditional Distribution for Associated Functional Data," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 26(3), pages 21-34, September.
    • Handle: RePEc:vrs:eaiada:v:26:y:2022:i:3:p:21-34:n:3
    DOI: 10.15611/eada.2022.3.02
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    References listed on IDEAS

    as
    1. Bulinski, Alexander & Suquet, Charles, 2001. "Normal approximation for quasi-associated random fields," Statistics & Probability Letters, Elsevier, vol. 54(2), pages 215-226, September.
    2. Frédéric Ferraty & Ali Laksaci & Philippe Vieu, 2006. "Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models," Statistical Inference for Stochastic Processes, Springer, vol. 9(1), pages 47-76, May.
    3. M'hamed Ezzahrioui & Elias Ould Saïd, 2010. "Some asymptotic results of a non‐parametric conditional mode estimator for functional time‐series data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(2), pages 171-201, May.
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    More about this item

    Keywords

    nonparametric estimation; small ball probability; quasi-associated data;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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