Asymptotic normality of conditional density estimation in the single index model for functional time series data

DOI10.1016/J.SPL.2012.08.018zbMath1471.62470OpenAlexW2069670389MaRDI QIDQ2231033

Nengxiang Ling, Qian Xu

Publication date: 29 September 2021

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.08.018

zbMATH Keywords

asymptotic normalityconditional densityconditional mode\(\alpha\) mixing dependencesingle functional index model

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Nonparametric tolerance and confidence regions (62G15)

Related Items (10)

Missing responses at random in functional single index model for time series data ⋮ Asymptotic normality of conditional distribution estimation in the single index model ⋮ Estimation on functional partially linear single index measurement error model ⋮ FDA: strong consistency of the kNN local linear estimation of the functional conditional density and mode ⋮ Single Functional Index Model under Responses MAR and Dependent Observations ⋮ Unnamed Item ⋮ Unnamed Item ⋮ CLT for single functional index quantile regression under dependence structure ⋮ Single functional index quantile regression under general dependence structure ⋮ A recursive kernel estimate of the functional modal regression under ergodic dependence condition

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