CLT for single functional index quantile regression under dependence structure-Reference-Cited by-同舟云学术

CLT for single functional index quantile regression under dependence structure

Published:2021-08-01 Issue:1 Volume:13 Page:45-77
ISSN:2066-7752
Container-title:Acta Universitatis Sapientiae, Mathematica
language:en
Short-container-title:

Author:

Kadiri Nadia¹,Rabhi Abbes¹,Khardani Salah²,Akkal Fatima³

Affiliation:

1. University Djillali LIABES of Sidi Bel , Abbes , Algeria

2. Laboratoire de Physique Mathématique , Fonctions spéciales et Applications , Hammam-Sousse , Tunisia

3. University Djillali LIABES of Sidi Bel Abbes , Algeria

Abstract

Abstract In this paper, we investigate the asymptotic properties of a nonparametric conditional quantile estimation in the single functional index model for dependent functional data and censored at random responses are observed. First of all, we establish asymptotic properties for a conditional distribution estimator from which we derive an central limit theorem (CLT) of the conditional quantile estimator. Simulation study is also presented to illustrate the validity and finite sample performance of the considered estimator. Finally, the estimation of the functional index via the pseudo-maximum likelihood method is discussed, but not tackled.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Link

https://www.sciendo.com/pdf/10.2478/ausm-2021-0003

Reference38 articles.

1. [1] A. Aït Saidi, F. Ferraty and R. Kassa, Single functional index model for a time series, Revue Roumaine de Mathématique Pures Appliquées, 50 (2002), 321–330.

2. [2] A. Aït Saidi, F. Ferraty, R. Kassa and P. Vieu, Cross-validated estimation in the single functional index model, Statistics, 42(6) (2008), 475–494.

3. [3] S. Attaouti, A. Laksaci and E. Ould-Saïd, A note on the conditional density estimate in the single functional index model, Statistics and Probability Letters, 81(1) (2011), 45–53.

4. [4] S. Attaoui, On the Nonparametric Conditional Density and Mode Estimates in the Single Functional Index Model with Strongly Mixing Data, Sankhyã: The Indian Journal of Statistics, 76(A) (2014), 356–378.

5. [5] S. Attaoui and N. Ling, Asymptotic Results of a Nonparametric Conditional Cumulative Distribution Estimator in the single functional index Modeling for Time Series Data with Applications, Metrika, 79 (2016), 485–511.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. ASYMPTOTIC NORMALITY SINGLE FUNCTIONAL INDEX QUANTILE REGRESSION UNDER RANDOMLY CENSORED DATA;Journal of Science and Arts;2022-12-30