Functional local linear estimate for functional relative-error regression

被引：11
|
作者：
Chahad A. [1 ]
Ait-Hennani L. [2 ]
Laksaci A. [1 ]
机构：
[1] Laboratoire de Statistique et Processus Stochastiques, Université de Sidi Bel Abbès, Sidi Bel Abbès
[2] Institut Universitaire de Technologie, Université de Lille 2, Roubaix
来源：
Journal of Statistical Theory and Practice | 2017年 / 11卷 / 4期
关键词：
Functional data; kernel estimate; local linear estimate; nonparametric regression; relative error;
D O I：
10.1080/15598608.2017.1321071
中图分类号：
学科分类号：
摘要：
We present in this article a new estimator of the regression operator of a scalar response variable given a functional explanatory variable. The latter is constructed by minimizing the mean squared relative error of the local linear regression operator. Our main result is the establishment of the almost complete consistency (pointwise and uniform) with rates of this estimator. A Monte Carlo study is carried out to evaluate the performance of this estimate. © 2017 Grace Scientific Publishing, LLC.
引用
收藏
页码：771 / 789
页数：18
相关论文
共 50 条
  • [21] On rate optimal local estimation in functional linear regression
    Johannes, Jan
    Schenk, Rudolf
    ELECTRONIC JOURNAL OF STATISTICS, 2013, 7 : 191 - 216
  • [22] Testing for error correlation in partially functional linear regression models
    Li, Qian
    Tan, Xiangyong
    Wang, Liming
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2021, 50 (03) : 747 - 761
  • [23] Functional linear regression with functional response
    Benatia, David
    Carrasco, Marine
    Florens, Jean-Pierre
    JOURNAL OF ECONOMETRICS, 2017, 201 (02) : 269 - 291
  • [24] RELATIVE-ERROR CU R MATRIX DECOMPOSITIONS
    Drineas, Petros
    Mahoney, Michael W.
    Muthukrishnan, S.
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2008, 30 (02) : 844 - 881
  • [25] HIGH DIMENSIONAL STATISTICS: QUADRATIC ERROR IN THE LOCAL LINEAR ESTIMATION OF THE RELATIVE REGRESSION
    Bouanani, Oussama
    Rachdi, Mustapha
    Rahmani, Saadia
    BULLETIN OF THE INSTITUTE OF MATHEMATICS ACADEMIA SINICA NEW SERIES, 2022, 17 (02): : 235 - 248
  • [26] Asymptotic results of semi-functional partial linear regression estimate under functional spatial dependency
    Benallou, M.
    Attouch, M. K.
    Benchikh, T.
    Fetitah, O.
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (20) : 7172 - 7192
  • [27] Distance-based local linear regression for functional predictors
    Boj, Eva
    Delicado, Pedro
    Fortiana, Josep
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2010, 54 (02) : 429 - 437
  • [28] Asymptotic normality of the local linear estimator of the functional expectile regression
    Litimein, Ouahiba
    Laksaci, Ali
    Ait-Hennani, Larbi
    Mechab, Boubaker
    Rachdi, Mustapha
    JOURNAL OF MULTIVARIATE ANALYSIS, 2024, 202
  • [29] Local linear functional regression based on weighted distance-based regression
    Boj, Eva
    Delicado, Pedro
    Fortiana, Josep
    FUNCTIONAL AND OPERATORIAL STATISTICS, 2008, : 57 - +
  • [30] On the Asymptotic Normality of an Estimate of a Regression Functional
    Gyoerfi, Laszlo
    Walk, Harro
    JOURNAL OF MACHINE LEARNING RESEARCH, 2015, 16 : 1863 - 1877
12345