Uniform consistency rate of kNN regression estimation for functional time series data

DOI10.1080/10485252.2019.1583338zbMath1418.62160OpenAlexW2918772758MaRDI QIDQ5742405

Philippe Vieu, Shuyu Meng, Nengxiang Ling

Publication date: 14 May 2019

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2019.1583338

zbMATH Keywords

nonparametric functional data analysisstrong mixing dependenceuniform almost complete convergence rate\(k\)NN estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (10)

The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data ⋮ kNN robustification equivariant nonparametric regression estimators for functional ergodic data ⋮ The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data ⋮ Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data ⋮ Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data ⋮ Automatic and location-adaptive estimation in functional single-index regression ⋮ Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data ⋮ Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data ⋮ LOCAL LINEAR MODELLING OF THE CONDITIONAL DISTRIBUTION FUNCTION FOR FUNCTIONAL ERGODIC DATA ⋮ Nonparametric estimation of expectile regression in functional dependent data

Uses Software

• pffr

Cites Work

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