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The Estimating of the Conditional Density with Application to the Mode Function in Scalar-On-Function Regression Structure: Local Linear Approach with Missing at Random

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  • Bouabsa Wahiba

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

Abstract

The aim of this research was to study a nonparametric estimator of the density and mode function of a scalar response variable given a functional variable, when the observations are i.i.d. This proposed estimator is given by combining Missing At Random (MAR) with the local linear approach. Finally, a comparison study based on simulated data is also provided to illustrate the finite sample performances and the usefulness of the local linear approach with MAR to the presence of even a small proportion of outliers in the data.

Suggested Citation

  • Bouabsa Wahiba, 2023. "The Estimating of the Conditional Density with Application to the Mode Function in Scalar-On-Function Regression Structure: Local Linear Approach with Missing at Random," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(1), pages 17-32, March.
    • Handle: RePEc:vrs:eaiada:v:27:y:2023:i:1:p:17-32:n:2
    DOI: 10.15611/eada.2023.1.02
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    References listed on IDEAS

    as
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    6. Maillot, Bertrand & Chesneau, Christophe, 2021. "On the conditional density estimation for continuous time processes with values in functional spaces," Statistics & Probability Letters, Elsevier, vol. 178(C).
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    More about this item

    Keywords

    functional data; local linear estimation; conditional mode function; functional non-parametric statistics;
    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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