Local linear estimate of the functional expectile regression

DOI10.1016/j.spl.2022.109682zbMath1499.62139OpenAlexW4296984432MaRDI QIDQ2107583

Ali Laksaci, Boubaker Mechab, Ouahiba Litimein, Salim Bouzebda

Publication date: 2 December 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109682

zbMATH Keywords

kernel methodsmall ball probabilityfunctional data analysis (FDA)local linear modelingalmost complete (a.co.) convergenceconditional expectile

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Functional data analysis (62R10) Nonparametric robustness (62G35) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds ⋮ On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm

Uses Software

• fda (R)

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