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
  • [21] Nonparametric regression estimates with censored data: Local linear smoothers and their applications
    Department of Biostatistics, Graduate School of Public Health, University Pittsburgh, 130 DeSoto Street, Pittsburgh, PA 15261, United States
    不详
    [J]. Biometrics, 4 (1434-1444):
  • [22] NONPARAMETRIC TIME-SERIES REGRESSION
    TRUONG, YK
    [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1994, 46 (02) : 279 - 293
  • [23] Robust Nonparametric Estimation for Functional Spatial Regression
    Attouch, Mohammed K.
    Gheriballah, Abdelkader
    Laksaci, Ali
    [J]. RECENT ADVANCES IN FUNCTIONAL DATA ANALYSIS AND RELATED TOPICS, 2011, : 27 - 31
  • [24] On robust nonparametric regression estimation for a functional regressor
    Azzedine, Nadjia
    Laksaci, Ali
    Ould-Saied, Elias
    [J]. STATISTICS & PROBABILITY LETTERS, 2008, 78 (18) : 3216 - 3221
  • [25] Local linear regression modelization when all variables are curves
    Demongeot, Jacques
    Naceri, Amina
    Laksaci, Ali
    Rachdi, Mustapha
    [J]. STATISTICS & PROBABILITY LETTERS, 2017, 121 : 37 - 44
  • [26] Nonparametric clustering of functional time series electricity consumption data
    Kim, Jaehee
    [J]. KOREAN JOURNAL OF APPLIED STATISTICS, 2019, 32 (01) : 149 - 160
  • [27] Nonparametric robust regression estimation for censored data
    Mohamed Lemdani
    Elias Ould Saïd
    [J]. Statistical Papers, 2017, 58 : 505 - 525
  • [28] Nonparametric robust regression estimation for censored data
    Lemdani, Mohamed
    Said, Elias Ould
    [J]. STATISTICAL PAPERS, 2017, 58 (02) : 505 - 525
  • [29] Robust nonparametric estimation for functional data
    Crambesa, C.
    Delsol, L.
    Laksaci, A.
    [J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2008, 20 (07) : 573 - 598
  • [30] Robust Bayesian nonparametric variable selection for linear regression
    Cabezas, Alberto
    Battiston, Marco
    Nemeth, Christopher
    [J]. STAT, 2024, 13 (02):