IDEAS home Printed from https://ideas.repec.org/r/eee/spapps/v115y2005i1p155-177.html
   My bibliography  Save this item

Nonparametric regression estimation for dependent functional data: asymptotic normality

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Mohamed Chaouch & Naâmane Laïb & Djamal Louani, 2017. "Rate of uniform consistency for a class of mode regression on functional stationary ergodic data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(1), pages 19-47, March.
  2. Delsol, Laurent & Ferraty, Frédéric & Vieu, Philippe, 2011. "Structural test in regression on functional variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 422-447, March.
  3. S.‐H. Arnaud Kanga & Ouagnina Hili & Sophie Dabo‐Niang & Assi N'Guessan, 2023. "Asymptotic properties of nonparametric quantile estimation with spatial dependency," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(3), pages 254-283, August.
  4. Seok Young Hong & Oliver Linton, 2016. "Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in?finite order," CeMMAP working papers CWP53/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. Ayse Yilmaz & Ufuk Yolcu, 2022. "Dendritic neuron model neural network trained by modified particle swarm optimization for time‐series forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 793-809, July.
  6. Ling, Nengxiang & Wang, Chao & Ling, Jin, 2016. "Modified kernel regression estimation with functional time series data," Statistics & Probability Letters, Elsevier, vol. 114(C), pages 78-85.
  7. Zhiyong Zhou & Zhengyan Lin, 2016. "Asymptotic normality of locally modelled regression estimator for functional data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 116-131, March.
  8. Hong, Seok Young & Linton, Oliver, 2020. "Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff," Journal of Econometrics, Elsevier, vol. 219(2), pages 389-424.
  9. Liang, Han-Ying & Peng, Liang, 2010. "Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1043-1054, May.
  10. Bouzebda, Salim & Chaouch, Mohamed, 2022. "Uniform limit theorems for a class of conditional Z-estimators when covariates are functions," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  11. Dabo-Niang, S. & Guillas, S. & Ternynck, C., 2016. "Efficiency in multivariate functional nonparametric models with autoregressive errors," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 168-182.
  12. Shang, Han Lin, 2016. "A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 95-104.
  13. Mohamed Chaouch & Salah Khardani, 2015. "Randomly censored quantile regression estimation using functional stationary ergodic data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(1), pages 65-87, March.
  14. Yuliana Linke & Igor Borisov & Pavel Ruzankin & Vladimir Kutsenko & Elena Yarovaya & Svetlana Shalnova, 2022. "Universal Local Linear Kernel Estimators in Nonparametric Regression," Mathematics, MDPI, vol. 10(15), pages 1-28, July.
  15. Timmermans, Catherine & Delsol, Laurent & von Sachs, Rainer, 2013. "Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 421-444.
  16. Ruiz-Medina, M.D. & Romano, E. & Fernández-Pascual, R., 2016. "Plug-in prediction intervals for a special class of standard ARH(1) processes," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 138-150.
  17. Berkes, István & Horváth, Lajos & Rice, Gregory, 2016. "On the asymptotic normality of kernel estimators of the long run covariance of functional time series," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 150-175.
  18. Shuyu Meng & Zhensheng Huang, 2024. "Variable Selection in Semi-Functional Partially Linear Regression Models with Time Series Data," Mathematics, MDPI, vol. 12(17), pages 1-23, September.
  19. Oussama Bouanani & Saâdia Rahmani & Ali Laksaci & Mustapha Rachdi, 2020. "Asymptotic normality of conditional mode estimation for functional dependent data," Indian Journal of Pure and Applied Mathematics, Springer, vol. 51(2), pages 465-481, June.
  20. Liu, Qiaojing & Zhao, Shoujiang, 2013. "Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data," Statistics & Probability Letters, Elsevier, vol. 83(5), pages 1372-1381.
  21. Han-Ying Liang & Jacobo Uña-Álvarez & María Iglesias-Pérez, 2012. "Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 790-810, December.
  22. Salim Bouzebda & Inass Soukarieh, 2022. "Non-Parametric Conditional U -Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design," Mathematics, MDPI, vol. 11(1), pages 1-69, December.
  23. Amiri, Aboubacar & Crambes, Christophe & Thiam, Baba, 2014. "Recursive estimation of nonparametric regression with functional covariate," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 154-172.
  24. Lihong Wang, 2020. "Nearest neighbors estimation for long memory functional data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(4), pages 709-725, December.
  25. Joydeep Chowdhury & Probal Chaudhuri, 2020. "Convergence rates for kernel regression in infinite-dimensional spaces," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(2), pages 471-509, April.
  26. Liang, Han-Ying & Liu, Ai-Ai, 2013. "Kernel estimation of conditional density with truncated, censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 40-58.
  27. 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.
  28. 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.
  29. Chaouch, Mohamed, 2019. "Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 129-148.
  30. Azzedine, Nadjia & Laksaci, Ali & Ould-Saïd, Elias, 2008. "On robust nonparametric regression estimation for a functional regressor," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3216-3221, December.
  31. Lydia Kara-Zaitri & Ali Laksaci & Mustapha Rachdi & Philippe Vieu, 2017. "Uniform in bandwidth consistency for various kernel estimators involving functional data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(1), pages 85-107, January.
  32. Frédéric Ferraty & Ingrid Van Keilegom & Philippe Vieu, 2010. "On the Validity of the Bootstrap in Non‐Parametric Functional Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(2), pages 286-306, June.
  33. Larbi Ait-Hennani & Zoulikha Kaid & Ali Laksaci & Mustapha Rachdi, 2022. "Nonparametric Estimation of the Expected Shortfall Regression for Quasi-Associated Functional Data," Mathematics, MDPI, vol. 10(23), pages 1-23, November.
  34. Ferraty, F. & Van Keilegom, I. & Vieu, P., 2012. "Regression when both response and predictor are functions," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 10-28.
  35. Frédéric Ferraty & Nadia Kudraszow & Philippe Vieu, 2012. "Nonparametric estimation of a surrogate density function in infinite-dimensional spaces," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 447-464.
  36. Karim Benhenni & Sonia Hedli-Griche & Mustapha Rachdi, 2017. "Regression models with correlated errors based on functional random design," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 1-21, March.
  37. Aneiros-Pérez, Germán & Vieu, Philippe, 2008. "Nonparametric time series prediction: A semi-functional partial linear modeling," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 834-857, May.
  38. Aneiros, Germán & Cao, Ricardo & Fraiman, Ricardo & Genest, Christian & Vieu, Philippe, 2019. "Recent advances in functional data analysis and high-dimensional statistics," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 3-9.
  39. Said Attaoui & Nengxiang Ling, 2016. "Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(5), pages 485-511, July.
  40. Said Attaoui, 2014. "Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(3), pages 257-286, July.
  41. Demongeot, Jacques & Hamie, Ali & Laksaci, Ali & Rachdi, Mustapha, 2016. "Relative-error prediction in nonparametric functional statistics: Theory and practice," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 261-268.
  42. Krebs, Johannes T.N., 2019. "The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 620-639.
  43. Igor S. Borisov & Yuliana Yu. Linke & Pavel S. Ruzankin, 2021. "Universal weighted kernel-type estimators for some class of regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(2), pages 141-166, February.
  44. Aubin, Jean-Baptiste & Bongiorno, Enea G. & Goia, Aldo, 2022. "The correction term in a small-ball probability factorization for random curves," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  45. Sancetta, Alessio, 2009. "Nearest neighbor conditional estimation for Harris recurrent Markov chains," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2224-2236, November.
  46. Yousri Slaoui, 2020. "Recursive nonparametric regression estimation for dependent strong mixing functional data," Statistical Inference for Stochastic Processes, Springer, vol. 23(3), pages 665-697, October.
  47. Ling, Nengxiang & Xu, Qian, 2012. "Asymptotic normality of conditional density estimation in the single index model for functional time series data," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2235-2243.
  48. Salim Bouzebda & Boutheina Nemouchi, 2023. "Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 33-88, April.
  49. Laksaci, Ali & Lemdani, Mohamed & Ould-Sad, Elias, 2009. "A generalized L1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1065-1073, April.
  50. Mustapha Rachdi & Ali Laksaci & Noriah M. Al-Kandari, 2022. "Expectile regression for spatial functional data analysis (sFDA)," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(5), pages 627-655, July.
  51. A. Berlinet & A. Elamine & A. Mas, 2011. "Local linear regression for functional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(5), pages 1047-1075, October.
  52. Seok Young Hong & Oliver Linton, 2016. "Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in finite order," CeMMAP working papers 53/16, Institute for Fiscal Studies.
  53. 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.
  54. Sophie Dabo-Niang & Camille Ternynck & Anne-Françoise Yao, 2016. "Nonparametric prediction of spatial multivariate data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 428-458, June.
  55. 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.
  56. Boudou, Alain & Viguier-Pla, Sylvie, 2016. "Gap between orthogonal projectors—Application to stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 282-300.
  57. Linton, Oliver & Sancetta, Alessio, 2009. "Consistent estimation of a general nonparametric regression function in time series," Journal of Econometrics, Elsevier, vol. 152(1), pages 70-78, September.
  58. Goia, Aldo, 2012. "A functional linear model for time series prediction with exogenous variables," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 1005-1011.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.