Functional data analysis: estimation of the relative error in functional regression under random left-truncation model

被引:18
|
作者
Altendji, Belkais [1 ]
Demongeot, Jacques [2 ]
Laksaci, Ali [3 ]
Rachdi, Mustapha [4 ]
机构
[1] Univ Djillali Liabes Sidi Bel Abbes, Lab Math, Sidi Bel Abbes, Algeria
[2] Univ Grenoble Alpes, Fac Med Grenoble, Lab AGEIS, Equipe AGIM,EA 7407, La Tronche, France
[3] King Khalid Univ, Dept Math, Coll Sci, Abha, Saudi Arabia
[4] Univ Grenoble Alpes, Equipe AGIM, Lab AGEIS, UFR,SHS,EA 7407, BP 47, F-38040 Grenoble 09, France
关键词
Functional data analysis (FDA); censored data; truncated data; small ball probability; functional regression; relative error; LOCAL LINEAR-REGRESSION; NONPARAMETRIC REGRESSION; ASYMPTOTIC PROPERTIES; CONDITIONAL QUANTILE; UNIFORM CONSISTENCY; BOOTSTRAP; PREDICTION; SELECTION;
D O I
10.1080/10485252.2018.1438609
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 relationship between a functional random covariable and a scalar response which is subject to left-truncation by another random variable. Precisely, we use the mean squared relative error as a loss function to construct a nonparametric estimator of the regression operator of these functional truncated data. Under some standard assumptions in functional data analysis, we establish the almost sure consistency, with rates, of the constructed estimator as well as its asymptotic normality. Then, a simulation study, on finite-sized samples, was carried out in order to show the efficiency of our estimation procedure and to highlight its superiority over the classical kernel estimation, for different levels of simulated truncated data.
引用
收藏
页码:472 / 490
页数:19
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