| Autor: |
Ali Laksaci, Salim Bouzebda, Fatimah Alshahrani, Ouahiba Litimein, Boubaker Mechab |
| Jazyk: |
angličtina |
| Rok vydání: |
2023 |
| Předmět: |
|
| Zdroj: |
Symmetry, Vol 15, Iss 12, p 2108 (2023) |
| Druh dokumentu: |
article |
| ISSN: |
2073-8994 |
| DOI: |
10.3390/sym15122108 |
| Popis: |
The problem of estimating the spatio-functional expectile regression for a given spatial mixing structure Xi,Yi∈F×R, when i∈ZN,N≥1 and F is a metric space, is investigated. We have proposed the M-estimation procedure to construct the Spatial Local Linear (SLL) estimator of the expectile regression function. The main contribution of this study is the establishment of the asymptotic properties of the SLL expectile regression estimator. Precisely, we establish the almost-complete convergence with rate. This result is proven under some mild conditions on the model in the mixing framework. The implementation of the SLL estimator is evaluated using an empirical investigation. A COVID-19 data application is performed, allowing this work to highlight the substantial superiority of the SLL-expectile over SLL-quantile in risk exploration. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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