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.
机构:
Renmin Univ China, Sch Stat, Beijing 100872, Peoples R China
Harbin Normal Univ, Sch Math, Harbin 150025, Peoples R ChinaRenmin Univ China, Sch Stat, Beijing 100872, Peoples R China
Zhou Shengbin
Zhang Bo
论文数: 0引用数: 0
h-index: 0
机构:
Renmin Univ China, Sch Stat, Beijing 100872, Peoples R ChinaRenmin Univ China, Sch Stat, Beijing 100872, Peoples R China
Zhang Bo
PROCEEDINGS OF THE 6TH (2014) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, VOLS. I AND II,
2014,
: 679
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685