A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data
From MaRDI portal
Publication:268733
DOI10.1016/j.jmva.2015.06.015zbMath1335.62079OpenAlexW839019346WikidataQ58288564 ScholiaQ58288564MaRDI QIDQ268733
Publication date: 15 April 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.06.015
Markov chain Monte Carloextreme value predictionfunctional kernel regressionkernel-form error density
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
Related Items
An introduction to recent advances in high/infinite dimensional statistics, On the local linear estimate for functional regression: Uniform in bandwidth consistency, Estimation of a functional single index model with dependent errors and unknown error density, Methods for Scalar‐on‐Function Regression, Unnamed Item, Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors, Uniform consistency in number of neighbors of the \(k\)NN estimator of the conditional quantile model, Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology
- A partial overview of the theory of statistics with functional data
- Structural test in regression on functional variables
- Analysis of time of occurrence of earthquakes: A functional data approach
- Single and multiple index functional regression models with nonparametric link
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
- Data-driven bandwidth choice for density estimation based on dependent data
- Consistency of the regression estimator with functional data under long memory conditions
- Exact mean integrated squared error
- Functional data analysis
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
- Functional nonparametric model for time series: a fractal approach for dimension reduction
- Kernel regression with functional response
- Nonparametric regression estimation for functional stationary ergodic data with missing at random
- Estimation of the density of regression errors
- Generalized functional linear models
- Functional projection pursuit regression
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Semi-functional partial linear regression
- Nonparametric regression for functional data: automatic smoothing parameter selection
- BUGS for a Bayesian analysis of stochastic volatility models
- Non-parametric Estimation of the Residual Distribution
- Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process
- On the Validity of the Bootstrap in Non-Parametric Functional Regression
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Conditional Quantile Analysis When Covariates are Functions, with Application to Growth Data
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Quantile regression when the covariates are functions
