Nonparametric relative error regression for functional time series data under random censorship

被引：0

作者：

Fetitah, Omar ^{[1
]}

Attouch, Mohammed K. ^{[1
]}

Khardani, Salah ^{[2
]}

Righi, Ali ^{[1
]}

机构：

[1] Sidi Bel Abbes Univ, Lab Probabilites Stat Proc Stochast, Sidi Bel Abbes, Algeria

[2] Fac Sci Tunis El Manar, Lab Modelisat Math Anal Harmon Theorie Potentiel, Tunis, Tunisia

来源：

CHILEAN JOURNAL OF STATISTICS | 2021年 / 12卷 / 02期

关键词：

Almost surely convergence; alpha-mixing data; Censored data; Functional data analysis; Mean square relative error; Nonparametric estimation; ESTIMATOR; PREDICTION; CONVERGENCE;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we investigate the asymptotic properties of a nonparametric estimator of the relative error regression given a dependent functional explanatory variable, in the case of a scalar censored response. We use the mean squared relative error as a loss function to construct a nonparametric estimator of the regression operator of these functional censored data. We establish the almost surely convergence (with rates) and the asymptotic normality of the proposed estimator. A simulation study and real data application are performed to lend further support to our theoretical results and to compare the quality of predictive performances of the relative error regression estimator than those obtained with standard kernel regression estimates.

引用

页码：145 / 170

页数：30

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