Asymptotic normality of the local linear estimator of the functional expectile regression

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2023-12-05 DOI:10.1016/j.jmva.2023.105281

Ouahiba Litimein , Ali Laksaci , Larbi Ait-Hennani , Boubaker Mechab , Mustapha Rachdi

引用次数: 0

Abstract

We are concerned with the nonparametric estimation of the expectile functional regression. More precisely, we build an estimator, by the local linear smoothing approach, of the conditional expectile. Then we establish the asymptotic distribution of the constructed estimator. Establishing this result requires the Bahadur representation of the conditional expectile. The latter is obtained under certain standard conditions which cover the functional aspect of the data as well as the nonparametric characteristic of the model. The real impact of this result in nonparametric functional statistics has been discussed and highlighted using artificial data.

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泛函期望回归局部线性估计量的渐近正态性

我们关注期望函数回归的非参数估计。更精确地说，我们用局部线性平滑方法建立了一个条件期望的估计量。然后建立了构造的估计量的渐近分布。建立这个结果需要条件谓词的Bahadur表示。后者是在一定的标准条件下获得的，这些标准条件涵盖了数据的功能方面以及模型的非参数特性。这一结果在非参数函数统计中的实际影响已经用人工数据进行了讨论和强调。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

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