Local linear modelling of the conditional distribution function for functional ergodic data

Autor:	Somia Ayad, Ali Laksaci, Saâdia Rahmani, Rachida Rouane
Jazyk:	angličtina
Rok vydání:	2022
Předmět:	ergodic sata functional data local linear estimator conditional distribution function nonparametric estimation asymptotic properties Mathematics QA1-939
Zdroj:	Mathematical Modelling and Analysis, Vol 27, Iss 3 (2022)
Druh dokumentu:	article
ISSN:	1392-6292 1648-3510
DOI:	10.3846/mma.2022.14909
Popis:	The focus of functional data analysis has been mostly on independent functional observations. It is therefore hoped that the present contribution will provide an informative account of a useful approach that merges the ideas of the ergodic theory and the functional data analysis by using the local linear approach. More precisely, we aim, in this paper, to estimate the conditional distribution function (CDF) of a scalar response variable given a random variable taking values in a semimetric space. Under the ergodicity assumption, we study the uniform almost complete convergence (with a rate), as well as the asymptotic normality of the constructed estimator. The relevance of the proposed estimator is verified through a simulation study.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/f59db2067a534f299db3ad8f1c261b58 Zobrazit plný text záznamu View record in DOAJ