Scalar-on-Function Relative Error Regression for Weak Dependent Case

Autor:	Rachdi, Zouaoui Chikr Elmezouar, Fatimah Alshahrani, Ibrahim M. Almanjahie, Zoulikha Kaid, Ali Laksaci, Mustapha
Jazyk:	angličtina
Rok vydání:	2023
Předmět:	complete convergence (a.co.) relative error regression nonparametric prediction kernel method bandwidth parameter functional data financial time series quasi-associated process
Zdroj:	Axioms; Volume 12; Issue 7; Pages: 613
ISSN:	2075-1680
DOI:	10.3390/axioms12070613
Popis:	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. Precisely, we use the relative square error to establish an estimator of the Hilbertian regression. As asymptotic results, the Hilbertian observations are assumed to be quasi-associated, and we demonstrate the almost complete consistency of the constructed estimator. The feasibility of this Hilbertian model as a predictor in functional time series data is discussed. Moreover, we give some practical ideas for selecting the smoothing parameter based on the bootstrap procedure. Finally, an empirical investigation is performed to examine the behavior of the RE-regression estimation and its superiority in practice.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=multidiscipl::31ee20eb13a7f21ff756385401423488 Zobrazit plný text záznamu Plný text ve formátu PDF Plný text ve formátu HTML
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