CLT for single functional index quantile regression under dependence structure
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...
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Online Access: | https://doi.org/10.2478/ausm-2021-0003 |
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doaj-65947721edd944a5a606cdae976fcaea2021-09-22T06:13:22ZengSciendoActa Universitatis Sapientiae: Mathematica2066-77522021-08-01131457710.2478/ausm-2021-0003CLT for single functional index quantile regression under dependence structureKadiri Nadia0Rabhi Abbes1Khardani Salah2Akkal Fatima3University Djillali LIABES of Sidi Bel, Abbes, AlgeriaUniversity Djillali Liabes of Sidi Bel, Abbes, AlgeriaLaboratoire de Physique Mathématique, Fonctions spéciales et Applications, Hammam-Sousse, TunisiaUniversity Djillali LIABES of Sidi Bel Abbes, AlgeriaIn 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.https://doi.org/10.2478/ausm-2021-0003conditional quantilecensored datafunctional random variablekernel estimatornonparametric estimationprobabilities of small ballsstrong mixing processessingle index modelprimary 62g05secondary 62g99thirdly 62m10 |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Kadiri Nadia Rabhi Abbes Khardani Salah Akkal Fatima |
spellingShingle |
Kadiri Nadia Rabhi Abbes Khardani Salah Akkal Fatima CLT for single functional index quantile regression under dependence structure Acta Universitatis Sapientiae: Mathematica conditional quantile censored data functional random variable kernel estimator nonparametric estimation probabilities of small balls strong mixing processes single index model primary 62g05 secondary 62g99 thirdly 62m10 |
author_facet |
Kadiri Nadia Rabhi Abbes Khardani Salah Akkal Fatima |
author_sort |
Kadiri Nadia |
title |
CLT for single functional index quantile regression under dependence structure |
title_short |
CLT for single functional index quantile regression under dependence structure |
title_full |
CLT for single functional index quantile regression under dependence structure |
title_fullStr |
CLT for single functional index quantile regression under dependence structure |
title_full_unstemmed |
CLT for single functional index quantile regression under dependence structure |
title_sort |
clt for single functional index quantile regression under dependence structure |
publisher |
Sciendo |
series |
Acta Universitatis Sapientiae: Mathematica |
issn |
2066-7752 |
publishDate |
2021-08-01 |
description |
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. |
topic |
conditional quantile censored data functional random variable kernel estimator nonparametric estimation probabilities of small balls strong mixing processes single index model primary 62g05 secondary 62g99 thirdly 62m10 |
url |
https://doi.org/10.2478/ausm-2021-0003 |
work_keys_str_mv |
AT kadirinadia cltforsinglefunctionalindexquantileregressionunderdependencestructure AT rabhiabbes cltforsinglefunctionalindexquantileregressionunderdependencestructure AT khardanisalah cltforsinglefunctionalindexquantileregressionunderdependencestructure AT akkalfatima cltforsinglefunctionalindexquantileregressionunderdependencestructure |
_version_ |
1717371753442836480 |