On the local linear modelization of the nonparametric robust regression for functional time series data

被引:0
|
作者
Chemikh, Souheyla [1 ]
Belarbi, Faiza [1 ]
Laksaci, Ali [2 ]
机构
[1] Univ Djillali Liabes Sidi Bel Abbes, Lab Stat & Stochast Proc, BP 89, Sidi Bel Abbes 22000, Algeria
[2] King Khalid Univ, Coll Sci, Dept Math, POB 9004, Abha 61413, Saudi Arabia
关键词
Functional data analysis; Local linear method; Robust estimation; Asymptotic normality; Almost complete convergence; Strong mixing; CONDITIONAL DENSITY; ESTIMATOR; ERROR;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this work, we construct a robust nonparametric local linear estimator for a regression function when the regressors are a functional random variables by combining both Mestimation technique and an local linear ideas, we establish the almost complete convergence rate as well as the asymptotic normality of this estimator under an alpha-mixing assumption and on some topological characteristics of the data. Moreover, a simulation study is given in order to evaluate. on a finite sample, the performance of our estimator.
引用
收藏
页码:1 / 20
页数:20
相关论文
共 50 条
  • [1] Local linear estimate of the nonparametric robust regression in functional data
    Belarbi, Faiza
    Chemikh, Souheyla
    Laksaci, Ali
    [J]. STATISTICS & PROBABILITY LETTERS, 2018, 134 : 128 - 133
  • [2] ROBUST NONPARAMETRIC REGRESSION IN TIME-SERIES
    TRUONG, YK
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1992, 41 (02) : 163 - 177
  • [3] Nonparametric local linear regression estimation for censored data and functional regressors
    Leulmi Sara
    [J]. Journal of the Korean Statistical Society, 2022, 51 : 25 - 46
  • [4] Nonparametric local linear regression estimation for censored data and functional regressors
    Sara, Leulmi
    [J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2022, 51 (01) : 25 - 46
  • [5] Local linear regression for estimating time series data
    Nottingham, QJ
    Cook, DF
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2001, 37 (02) : 209 - 217
  • [6] On the Local Linear Modelization of the Conditional Distribution for Functional Data
    Demongeot, Jacques
    Laksaci, Ali
    Rachdi, Mustapha
    Rahmani, Saadia
    [J]. SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 2014, 76 (02): : 328 - 355
  • [7] On the Local Linear Modelization of the Conditional Distribution for Functional Data
    Jacques Demongeot
    Ali Laksaci
    Mustapha Rachdi
    Saâdia Rahmani
    [J]. Sankhya A, 2014, 76 (2): : 328 - 355
  • [8] On the local linear modelization of the conditional density for functional and ergodic data
    Ayad, Somia
    Laksaci, Ali
    Rahmani, Saadia
    Rouane, Rachida
    [J]. METRON-INTERNATIONAL JOURNAL OF STATISTICS, 2020, 78 (02): : 237 - 254
  • [9] Nonparametric regression for locally stationary functional time series
    Kurisu, Daisuke
    [J]. ELECTRONIC JOURNAL OF STATISTICS, 2022, 16 (02): : 3973 - 3995
  • [10] On the local linear modelization of the conditional density for functional and ergodic data
    Somia Ayad
    Ali Laksaci
    Saâdia Rahmani
    Rachida Rouane
    [J]. METRON, 2020, 78 : 237 - 254