Relative-error prediction in nonparametric functional statistics: theory and practice

DOI10.1016/j.jmva.2015.09.019zbMath1334.62036OpenAlexW1925137896MaRDI QIDQ268768

Mustapha Rachdi, Ali Laksaci, Jacques Demongeot, Ali Hamie

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.2015.09.019

zbMATH Keywords

asymptotic normalitystock pricenonparametric estimationsmall ball propertyfunctional dataeconomic datamean square relative errorpositive responsesregression operator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (19)

An introduction to recent advances in high/infinite dimensional statistics ⋮ Relative-error prediction in nonparametric functional statistics: theory and practice ⋮ Local linear estimation of the regression function for twice censored data ⋮ Nonparametric relative recursive regression ⋮ The k nearest neighbors smoothing of the relative-error regression with functional regressor ⋮ Single-index relative error regression models ⋮ Nonparametric modelling for functional data: selected survey and tracks for future ⋮ Local half-region depth for functional data ⋮ Relative error prediction: Strong uniform consistency for censoring time series model ⋮ Unnamed Item ⋮ Relative error prediction in nonparametric deconvolution regression model ⋮ Unnamed Item ⋮ Incorporating relative error criterion to conformal prediction for positive data ⋮ Unnamed Item ⋮ Strong convergence of the functional nonparametric relative error regression estimator under right censoring ⋮ Functional data analysis: estimation of the relative error in functional regression under random left-truncation model ⋮ Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data ⋮ Functional local linear estimate for functional relative-error regression ⋮ The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors

Uses Software

• fda (R)

Cites Work

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