Nonparametric regression estimation for dependent functional data: asymptotic normality

From MaRDI portal
Publication:2485822

DOI10.1016/j.spa.2004.07.006zbMath1101.62031OpenAlexW1969944392MaRDI QIDQ2485822

Elias Masry

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.07.006




Related Items (only showing first 100 items - show all)

A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional dataPlug-in prediction intervals for a special class of standard ARH(1) processesRelative-error prediction in nonparametric functional statistics: theory and practiceGap between orthogonal projectors -- application to stationary processesRecursive estimation of nonparametric regression with functional covariateEfficiency in multivariate functional nonparametric models with autoregressive errorsThe asymptotic normality of internal estimator for nonparametric regressionModified kernel regression estimation with functional time series dataStrong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series dataConsistency of modified kernel regression estimation for functional dataCentral limit theorem for the kernel estimator of the regression function for censored time seriesNonparametric estimation of a surrogate density function in infinite-dimensional spacesAn Application ofU-Statistics to Nonparametric Functional Data AnalysisAsymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applicationsConsistent estimation of a general nonparametric regression function in time seriesData-driven \(k\)NN estimation in nonparametric functional data analysisBootstrap confidence intervals in functional nonparametric regression under dependenceExpectile regression for spatial functional data analysis (sFDA)Kernel conditional quantile estimator under left truncation for functional regressorsNonparametric regression for functional data: automatic smoothing parameter selectionNonparametric regression for locally stationary functional time seriesRegression models with correlated errors based on functional random designAsymptotic normality of conditional distribution estimation in the single index modelPrediction in functional linear regressionConsistency of the recursive nonparametric regression estimation for dependent functional dataNonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic propertiesNonparametric modelling for functional data: selected survey and tracks for futurePointwise and uniform moderate deviations for nonparametric regression function estimator on functional dataThe Berry-Esseen bounds for kernel density estimator under dependent sampleKernel estimation of conditional density with truncated, censored and dependent dataNonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic processLocal linear conditional cumulative distribution function with mixing dataAsymptotic normality for kernel weighted averages estimationAsymptotic normality of conditional mode estimation for functional dependent dataEmpirical likelihood confidence intervals for nonparametric functional data analysisMoments, errors, asymptotic normality and large deviation principle in nonparametric functional regressionOn the asymptotic normality of kernel estimators of the long run covariance of functional time seriesStructural test in regression on functional variablesAsymptotic properties of conditional distribution estimator with truncated, censored and dependent dataBootstrap methods for stationary functional time seriesAsymptotic properties of conditional quantile estimator for censored dependent observationsRegression when both response and predictor are functionsA functional linear model for time series prediction with exogenous variablesWeak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing dataCurse of dimensionality and related issues in nonparametric functional regressionHazard function given a functional variable: Non-parametric estimation under strong mixing conditionsNonparametric multivariate \(L_{1}\)-median regression estimation with functional covariatesLocal linear regression for functional dataNonparametric depth and quantile regression for functional dataAsymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time SeriesAsymptotic properties for an M-estimator of the regression function with truncation and dependent dataNearest neighbors estimation for long memory functional dataNonparametric density estimation for functional data by delta sequencesAdaptive and minimax estimation of the cumulative distribution function given a functional covariateNonparametric estimation of infinite order regression and its application to the risk-return tradeoffUniversal weighted kernel-type estimators for some class of regression modelsRecent advances in functional data analysis and high-dimensional statisticsVolatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errorsAsymptotic normality of conditional density estimation in the single index model for functional time series dataSome asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processesCLT and \(\mathbb L^q\) errors in nonparametric functional regressionFunctional methods for time series prediction: a nonparametric approachRate of uniform consistency for a class of mode regression on functional stationary ergodic dataStructural tests in regression on functional variablesAsymptotic properties of nonparametric M-estimation for mixing functional dataOn robust nonparametric regression estimation for a functional regressorAsymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent dataNonparametric time series prediction: A semi-functional partial linear modelingNonparametric Density Estimation for Functional Data via WaveletsAsymptotic normality for estimator of conditional mode under left-truncated and dependent observationsRates of strong consistencies of the regression function estimator for functional stationary ergodic dataSome developments in semiparametric statisticsNonparametric M-estimation for functional stationary ergodic dataThe bootstrap in kernel regression for stationary ergodic data when both response and predictor are functionsRecursive nonparametric regression estimation for dependent strong mixing functional dataNon Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic NormalityOn Wavelet Estimation of the Derivatives of a Density Based on Biased DataAsymptotic normality of a robust estimator of the regression function for functional time series dataKernel regression estimation in a Banach spaceHigh-dimensional principal projectionsOn the Validity of the Bootstrap in Non-Parametric Functional RegressionAsymptotic normality of locally modelled regression estimator for functional dataNonparametric prediction of spatial multivariate dataStrong consistency result of a non parametric conditional mode estimator under random censorship for functional regressorsA generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normalityConvergence rates for kernel regression in infinite-dimensional spacesCLT for single functional index quantile regression under dependence structureAdvances on asymptotic normality in non-parametric functional time series analysisOn asymptotic behavior of Nadaraya–Watson regression estimatorNearest neighbor conditional estimation for Harris recurrent Markov chainsNonparametric Estimation of Variance Function for Functional Data Under Mixing ConditionsRate of uniform consistency for nonparametric estimates with functional variablesUniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functionsThe correction term in a small-ball probability factorization for random curvesEXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMSMean estimation with data missing at random for functional covariablesLocal polynomial quasi-likelihood regression with truncated and dependent dataEmpirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic DataUniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional dataVector-on-function quantile regression for stationary ergodic processes


Uses Software


Cites Work


This page was built for publication: Nonparametric regression estimation for dependent functional data: asymptotic normality