Local linear modelling of the Conditional Distribution function for Functional Ergodic Data

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2022-08-12 DOI:10.3846/mma.2022.14909

Somia Ayad, Ali Laksaci, Saâdia Rahmani, R. Rouane

引用次数: 1

Abstract

The focus of functional data analysis has been mostly on independent functional observations. It is therefore hoped that the present contribution will provide an informative account of a useful approach that merges the ideas of the ergodic theory and the functional data analysis by using the local linear approach. More precisely, we aim, in this paper, to estimate the conditional distribution function (CDF) of a scalar response variable given a random variable taking values in a semimetric space. Under the ergodicity assumption, we study the uniform almost complete convergence (with a rate), as well as the asymptotic normality of the constructed estimator. The relevance of the proposed estimator is verified through a simulation study.

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泛函遍历数据条件分布函数的局部线性建模

功能数据分析的重点主要集中在独立的功能观察上。因此，希望目前的贡献将提供一个有用的方法，通过使用局部线性方法合并遍历理论和功能数据分析的想法的信息说明。更准确地说，本文的目的是估计一个标量响应变量的条件分布函数(CDF)，给定一个随机变量在半度量空间中取值。在遍历假设下，研究了构造估计量的一致几乎完全收敛性(有速率)和渐近正态性。通过仿真研究验证了所提估计器的相关性。

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

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.