Local linear estimation of conditional cumulative distribution function in the functional data: Uniform consistency with convergence rates

Chaima Hebchi; Abdelhak Chouaf

Kybernetika (2021)

  • Volume: 57, Issue: 5, page 819-839
  • ISSN: 0023-5954

Abstract

top
In this paper, we investigate the problem of the conditional cumulative of a scalar response variable given a random variable taking values in a semi-metric space. The uniform almost complete consistency of this estimate is stated under some conditions. Moreover, as an application, we use the obtained results to derive some asymptotic properties for the local linear estimator of the conditional quantile.

How to cite

top

Hebchi, Chaima, and Chouaf, Abdelhak. "Local linear estimation of conditional cumulative distribution function in the functional data: Uniform consistency with convergence rates." Kybernetika 57.5 (2021): 819-839. <http://eudml.org/doc/297572>.

@article{Hebchi2021,
abstract = {In this paper, we investigate the problem of the conditional cumulative of a scalar response variable given a random variable taking values in a semi-metric space. The uniform almost complete consistency of this estimate is stated under some conditions. Moreover, as an application, we use the obtained results to derive some asymptotic properties for the local linear estimator of the conditional quantile.},
author = {Hebchi, Chaima, Chouaf, Abdelhak},
journal = {Kybernetika},
keywords = {functional data; local linear estimator; conditional cumulative; conditional quantile; nonparametric regression; small balls probability},
language = {eng},
number = {5},
pages = {819-839},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Local linear estimation of conditional cumulative distribution function in the functional data: Uniform consistency with convergence rates},
url = {http://eudml.org/doc/297572},
volume = {57},
year = {2021},
}

TY - JOUR
AU - Hebchi, Chaima
AU - Chouaf, Abdelhak
TI - Local linear estimation of conditional cumulative distribution function in the functional data: Uniform consistency with convergence rates
JO - Kybernetika
PY - 2021
PB - Institute of Information Theory and Automation AS CR
VL - 57
IS - 5
SP - 819
EP - 839
AB - In this paper, we investigate the problem of the conditional cumulative of a scalar response variable given a random variable taking values in a semi-metric space. The uniform almost complete consistency of this estimate is stated under some conditions. Moreover, as an application, we use the obtained results to derive some asymptotic properties for the local linear estimator of the conditional quantile.
LA - eng
KW - functional data; local linear estimator; conditional cumulative; conditional quantile; nonparametric regression; small balls probability
UR - http://eudml.org/doc/297572
ER -

References

top
  1. Barrientos-Marin, J., Ferraty, F., Vieu, P., , J. Nonparametr. Statist. 22 (2010), 617-632. DOI
  2. Baillo, A., Grané, A., , Journal of Multivariate Analysis. 100 (2009), 102-111. DOI
  3. Berlinet, A., Gannoun, A., Matzner-Lober, E., , Canadian J. Statistics. 26 (1998), 365-380. DOI
  4. Fortiana, E. Boj P. Delicado J., , Computational Statistics and Data Analysis 54 (2010), 429-437. DOI
  5. Bosq, D., 10.1007/978-1-4612-1154-9_8, Lecture Notes in Statistics. 149 (2000), Springer-Verlag. DOI10.1007/978-1-4612-1154-9_8
  6. Bouanani, O., Laksaci, A., Rachdi, R., Rahmani, S., , Behaviormetrika 46 (2019), 199-233. DOI
  7. Demongeot, J., Laksaci, A., Madani, F., Rachdi, M., A fast functional locally modeled conditional density and mode for functional time-series., Recent Advances in Functional Data Analysis and Related Topics, Contributions to Statistics, Physica-Verlag/Springer 2011, pp. 85-90. 
  8. Demongeot, J., Laksaci, A., Madani, F., Rachdi, M., , Statistics 47 (2013), 26-44. DOI
  9. J.Demongeot, Laksaci, A., Rachdi, M., Rahmani, S., , Sankhya A 76 (2014), 2, 328-355. DOI
  10. Fan, J., , J. Amer. Statist. Assoc. 87 (1992), 998-1004. DOI
  11. Fan, J., Gijbels, I., Local Polynomial Modelling and its Applications., Chapman and Hall, London 1996. 
  12. Fan, J., Yao, Q., Nolinear Time Series : Nonparametric and Parametric Methods., (2003) Springer-Verlag, New York. 
  13. Ferraty, F., Vieu, P., Nonparametric Functional Data Analysis. Theory and Practice., Springer Series in Statistics. New York 2006. 
  14. Ferraty, F., Laksaci, A., Tadj, A., Vieu, P., , J. Statist. Plann. Inference 140 (2010), 335-352. DOI
  15. Gannoun, A., Saracco, J., Yu, K., , J. Statist. Plann. Inference 117 (2003), 207-223. DOI
  16. Honda, T., , Annals of the Institute of Statistical Mathematics 52 (2000), 459-470. DOI
  17. Kima, C., Ohb, M., Yangc, S., Choi, H., , J. Korean Statist. Soc. 39 (2010), 347-355. DOI
  18. Koenker, R., , J. Econometrics 95 (2000), 2, 347-374. DOI
  19. Koenker, R., Quantile Regression., Cambridge University Press, 2005. Zbl1236.62031
  20. Koul, H. L, Mukherjee, , Journal of Multivariate Analysis 51 (1994), 318-337. DOI
  21. Portnoy, S. L., , Journal of Multivariate Analysis 38 (1991), 100-113. DOI
  22. Rachdi, M., Laksaci, A., Demongeot, J., Abdali, A., Madani, F., , Comput.l Statist. and Data Anal. 73 (2014), 53-68. DOI
  23. Ramsay, J. O., Silverman, B. W., Functional Data Analysis Second edition., Springer, New York 2005. 
  24. Roussas, G. G., , Bull. Soc. Math. Greece (N.S.) 9 (1968), 29-43. DOI
  25. Samanta, M., , Statistics and Probability Letters. vol. 7, issue 5 (1989), 407-412. DOI
  26. Stone, C. J., , Ann. Statist. 5 (1977), 595-645. DOI
  27. Stute, W., , Ann. Statist. 14(2) (1986), 638-647. DOI
  28. Tanner, M. A., Wong, W. H., , Ann. Statist. 11 (1983), 989-993. DOI
  29. Uspensky, J. V., Introduction to Mathematical Probability., McGraw-Hill Book Company 1937. 
  30. Watson, G. S., Leadbetter, M. R., , Biometrika 51 (1964), 175-184. DOI
  31. Xiong, X., Zhou, P., Ailian, Ch., , Comm. Statist. Theory Methods 47 (2017), 3418-3440. DOI
  32. Youndjé, E., Sarda, P., Vieu, P., , Test 5 (1996), 379-394. DOI
  33. Yu, K., Lu, Z., Stander, J., , The Statistician 52 (2003), 331-350. DOI

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.