Spatio-Functional Local Linear Asymmetric Least Square Regression Estimation: Application for Spatial Prediction of COVID-19 Propagation

Author:

Laksaci Ali1ORCID,Bouzebda Salim2ORCID,Alshahrani Fatimah3ORCID,Litimein Ouahiba4,Mechab Boubaker4

Affiliation:

1. Department of Mathematics, College of Science, King Khalid University, Abha 62529, Saudi Arabia

2. Laboratoire de Mathématiques Appliquées de Compiègne (L.M.A.C.), Université de Technologie de Compiègne, 60200 Compiègne, France

3. Department of Mathematical Sciences, College of Science, Princess Nourah bint Abdulrahman University, Riyadh 11671, Saudi Arabia

4. Laboratory of Statistics and Stochastic Processes, University of Djillali Liabes, BP 89, Sidi Bel Abbes 22000, Algeria

Abstract

The problem of estimating the spatio-functional expectile regression for a given spatial mixing structure Xi,Yi∈F×R, when i∈ZN,N≥1 and F is a metric space, is investigated. We have proposed the M-estimation procedure to construct the Spatial Local Linear (SLL) estimator of the expectile regression function. The main contribution of this study is the establishment of the asymptotic properties of the SLL expectile regression estimator. Precisely, we establish the almost-complete convergence with rate. This result is proven under some mild conditions on the model in the mixing framework. The implementation of the SLL estimator is evaluated using an empirical investigation. A COVID-19 data application is performed, allowing this work to highlight the substantial superiority of the SLL-expectile over SLL-quantile in risk exploration.

Funder

Princess Nourah bint Abdulrahman University

King Khalid University

Publisher

MDPI AG

Subject

Physics and Astronomy (miscellaneous),General Mathematics,Chemistry (miscellaneous),Computer Science (miscellaneous)

Reference53 articles.

1. Ripley, B.D. (1981). Spatial Statistics, John Wiley & Sons, Inc.

2. Rosenblatt, M. (1985). Stationary Sequences and Random Fields, Birkhäuser Boston, Inc.

3. Guyon, X. (1995). Random Fields on a Network: Modeling, Statistics, and Applications, Springer. Translated from the 1992 French original by Carenne Ludeña.

4. Cressie, N.A.C. (2015). Statistics for Spatial Data, Wiley Classics Library, John Wiley & Sons, Inc.. [revised ed.]. Paperback edition of the 1993 edition, [MR1239641].

5. Bouzebda, S., and Soukarieh, I. (2023). Non-Parametric Conditional U-Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design. Mathematics, 11.

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