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Generalized regression estimation for continuous time processes with values in functional spaces

Bertrand Maillot, Christophe Chesneau (2021)

Commentationes Mathematicae Universitatis Carolinae

We consider two continuous time processes; the first one is valued in a semi-metric space, while the second one is real-valued. In some sense, we extend the results of F. Ferraty and P. Vieu in ``Nonparametric models for functional data, with application in regression, time-series prediction and curve discrimination'' (2004), by establishing the convergence, with rates, of the generalized regression function when a real-valued continuous time response is considered. As corollaries, we deduce the...

Goodness of fit tests with weights in the classes based on ( h , φ ) -divergences

Elena Landaburu, Leandro Pardo (2000)

Kybernetika

The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted h , φ -divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted h , φ -divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution of a linear...

Goodness-of-fit tests based on K φ -divergence

Teresa Pérez, Julio A. Pardo (2003)

Kybernetika

In this paper a new family of statistics based on K φ -divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum K φ -divergence.

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