Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Zouaoui Chikr Elmezouar"'
Autor:
Zouaoui Chikr Elmezouar, Fatimah Alshahrani, Ibrahim M. Almanjahie, Salim Bouzebda, Zoulikha Kaid, Ali Laksaci
Publikováno v:
AIMS Mathematics, Vol 9, Iss 3, Pp 5550-5581 (2024)
Analyzing the real impact of spatial dependency in financial time series data is crucial to financial risk management. It has been a challenging issue in the last decade. This is because most financial transactions are performed via the internet and
Externí odkaz:
https://doaj.org/article/ccf30683cd48413ea84ffbb8ea3eb34d
Autor:
Zouaoui Chikr Elmezouar, Abderrahmane Belguerna, Hamza Daoudi, Fatimah Alshahrani, Zoubeyr Kaddour
Publikováno v:
Axioms, Vol 13, Iss 8, p 511 (2024)
This paper introduces an innovative concentration inequality for Extended Negative Dependence (END) random variables, providing new insights into their almost complete convergence. We apply this inequality to analyze END variable sequences, particula
Externí odkaz:
https://doaj.org/article/65063dd2c8134a2f944438f1fdae256f
Autor:
Abderrahmane Belguerna, Hamza Daoudi, Khadidja Abdelhak, Boubaker Mechab, Zouaoui Chikr Elmezouar, Fatimah Alshahrani
Publikováno v:
Mathematics, Vol 12, Iss 3, p 495 (2024)
In unveiling the non-parametric estimation of the conditional hazard function through the local linear method, our study yields key insights into the method’s behavior. We present rigorous analyses demonstrating the mean square convergence of the e
Externí odkaz:
https://doaj.org/article/577453d39ca542bc8c01c5df42ebc20a
Publikováno v:
Mathematics, Vol 11, Iss 20, p 4290 (2023)
In this paper, we propose to study the asymptotic properties of some conditional functional parameters, such as the distribution function, the density, and the hazard function, for an explanatory variable with values in a Hilbert space (infinite dime
Externí odkaz:
https://doaj.org/article/baa670f23d7a48d58ba901519c374d3b
Autor:
Zouaoui Chikr Elmezouar, Fatimah Alshahrani, Ibrahim M. Almanjahie, Zoulikha Kaid, Ali Laksaci, Mustapha Rachdi
Publikováno v:
Axioms, Vol 12, Iss 7, p 613 (2023)
Analyzing the co-variability between the Hilbert regressor and the scalar output variable is crucial in functional statistics. In this contribution, the kernel smoothing of the Relative Error Regression (RE-regression) is used to resolve this problem
Externí odkaz:
https://doaj.org/article/77c1aef31f9142e19e7572c7bd333675
Autor:
Fatimah Alshahrani, Ibrahim M. Almanjahie, Zouaoui Chikr Elmezouar, Zoulikha Kaid, Ali Laksaci, Mustapha Rachdi
Publikováno v:
Mathematics, Vol 10, Iss 20, p 3919 (2022)
In this article, we study the problem of the recursive estimator of the expectile regression of a scalar variable Y given a random variable X that belongs in functional space. We construct a new estimator and study the asymptotic properties over a ge
Externí odkaz:
https://doaj.org/article/12a97e3de5d0488984c81d1be65438c4
Publikováno v:
Mathematics, Vol 9, Iss 10, p 1102 (2021)
Previous works were dedicated to the functional k-Nearest Neighbors (kNN) and the local linearity method estimations of a regression operator. In this paper, a sequence pair of (Xi,Yi)i=1,…,n of functional mixing observations are considered. We tre
Externí odkaz:
https://doaj.org/article/8658a53835534bf2892f4323064be831
Autor:
Rachdi, Zouaoui Chikr Elmezouar, Fatimah Alshahrani, Ibrahim M. Almanjahie, Zoulikha Kaid, Ali Laksaci, Mustapha
Publikováno v:
Axioms; Volume 12; Issue 7; Pages: 613
Analyzing the co-variability between the Hilbert regressor and the scalar output variable is crucial in functional statistics. In this contribution, the kernel smoothing of the Relative Error Regression (RE-regression) is used to resolve this problem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=multidiscipl::31ee20eb13a7f21ff756385401423488
Publikováno v:
Communications in Statistics - Theory and Methods. 51:4196-4209
This paper deals with the problem of the nonparametric analysis by the relative-error regression when the explanatory of a variable is of infinite dimension. Based on k-Nearest Neighbors procedure ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3d446b46e208fd5e0056ce85bd7db4df
https://doi.org/10.1080/03610926.2020.1811870
https://doi.org/10.1080/03610926.2020.1811870
Publikováno v:
Statistics & Risk Modeling with Applications in Finance and Insurance
Statistics & Risk Modeling with Applications in Finance and Insurance, De Gruyter, 2021, ⟨10.1515/strm-2019-0029⟩
Statistics & Risk Modeling with Applications in Finance and Insurance, De Gruyter, 2021, ⟨10.1515/strm-2019-0029⟩
The main purpose of the present paper is to investigate the problem of the nonparametric estimation of the expectile regression in which the response variable is scalar while the covariate is a random function. More precisely, an estimator is constru
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::39e3c1cdb08739794d4d7eda07c89602
https://hal.archives-ouvertes.fr/hal-03375532
https://hal.archives-ouvertes.fr/hal-03375532
