Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data

DOI10.1016/j.csda.2013.11.011zbMath1506.62151OpenAlexW2059080942MaRDI QIDQ1623427

Jacques Demongeot, Ali Laksaci, Fethi Madani, Mustapha Rachdi, Abdel Abdali

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.11.011

zbMATH Keywords

mean squared errorlocal linear estimatornonparametric modelconditional densityconditional modefunctional data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Functional data analysis (62R10)

Related Items (31)

Relative-error prediction in nonparametric functional statistics: theory and practice ⋮ Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model ⋮ Data-driven \(k\)NN estimation in nonparametric functional data analysis ⋮ Local linear regression modelization when all variables are curves ⋮ The $k$ nearest neighbors local linear estimator of functional conditional density when there are missing data ⋮ Local linear approach: conditional density estimate for functional and censored data ⋮ Regression models with correlated errors based on functional random design ⋮ Spatial local linear estimation of the L₁-conditional quantiles for functional regressors ⋮ Non parametric estimation of the conditional density function with right-censored and dependent data ⋮ Nonparametric modelling for functional data: selected survey and tracks for future ⋮ Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics ⋮ Local linear conditional cumulative distribution function with mixing data ⋮ k‐Nearest neighbors local linear regression for functional and missing data at random ⋮ Conditional mode estimation for functional stationary ergodic data with responses missing at random ⋮ FDA: theoretical and practical efficiency of the local linear estimation based on the kNN smoothing of the conditional distribution when there are missing data ⋮ Non parametric estimations of the conditional density and mode when the regressor and the response are curves ⋮ Unnamed Item ⋮ Asymptotic normality of conditional mode estimation for functional dependent data ⋮ On the local linear modelization of the conditional density for functional and ergodic data ⋮ FDA: strong consistency of the kNN local linear estimation of the functional conditional density and mode ⋮ Local polynomial estimation of regression operators from functional data with correlated errors ⋮ Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors ⋮ Asymptotic normality of the local linear estimation of the conditional density for functional time-series data ⋮ On the local linear modelization of the conditional distribution for functional data ⋮ Unnamed Item ⋮ Asymptotic normality of locally modelled regression estimator for functional data ⋮ An F-type test for detecting departure from monotonicity in a functional linear model ⋮ Unnamed Item ⋮ Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles ⋮ Resolvent estimators for functional autoregressive processes with random coefficients ⋮ Local linear estimate of the functional expectile regression

Uses Software

• fda (R)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local linear regression for functional predictor and scalar response
• Structural components in functional data
• Local smoothing regression with functional data
• Local linear estimation of the conditional density for functional data.
• Estimating some characteristics of the conditional distribution in nonparametric functional models
• Statistics for functional data
• Rate of uniform consistency for nonparametric estimates with functional variables
• Quadratic errors for nonparametric estimates under dependence
• The functional nonparametric model and applications to spectrometric data
• Choosing a kernel regression estimator. With comments and a rejoinder by the authors
• Recursive estimation of nonparametric regression with functional covariate
• Pairwise dynamic time warping for event data
• Functional data analysis in shape analysis
• Nonlinear time series. Nonparametric and parametric methods
• Functional data analysis.
• Nonparametric functional data analysis. Theory and practice.
• Nonparametric regression for functional data: automatic smoothing parameter selection
• Kernel Conditional Density Estimation When the Regressor is Valued in a Semi-Metric Space
• Local Weighted Average Estimation of the Regression Operator for Functional Data
• Locally modelled regression and functional data
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• Design-adaptive Nonparametric Regression
• Functional data: local linear estimation of the conditional density and its application
• SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
• Estimation of the conditional distribution in regression with censored data: a comparative study.

This page was built for publication: Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data