Asymptotic Properties of the Estimator of the Conditional Distribution for Associated Functional Data

• Authors: Mohamed Mehdi Hamri , Abdassamad Dib , Abbes Rabhi

Title variants

PL

Właściwości asymptotyczne szacunku rozkładu warunkowego dla powiązanych danych funkcjonalnych

Abstracts

PL

Celem niniejszej pracy jest zbadanie metodą jądra nieparametrycznego oszacowania warunkowej funkcji rozkładu zmiennej odpowiedzi skalarnej przy zmiennej losowej przyjmującej wartości w separowalnej rzeczywistej przestrzeni Hilberta, gdy obserwacje są quasi-skojarzone zależne. W pewnych ogólnych warunkach ustala się punktowo prawie zupełną zgodność ze stawkami tego estymatora. Głównym celem jest zbadanie współczynnika zbieżności proponowanego estymatora.

EN

The purpose of the paper was to investigate by the kernel method a nonparametric estimate of the conditional density function of a scalar response variable given a random variable taking values in a separable real Hilbert space when the observations are quasi-associated dependent. Under some general conditions, the authors established the pointwise almost complete consistencies with rates of this estimator. The principal aim is the investigate the convergence rate of the proposed estimator.

Keywords

EN

nonparametric estimation; small ball probability; quasi-associated data

PL

estymacja nieparametryczna; prawdopodobieństwo small ball; dane quasi-skojarzone

• Publisher: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
• Journal: Econometrics. Ekonometria. Advances in Applied Data Analytics
• Year: 2022
• Volume: 26
• Issue: 3
• Pages: 21-43

Dates

published

2022

Contributors

author

Mohamed Mehdi Hamri

• University Djillali LIABES of Sidi Bel Abbes, Algeria

author

Abdassamad Dib

• University Djillali LIABES of Sidi Bel Abbes, Algeria

author

Abbes Rabhi

• University Djillali LIABES of Sidi Bel Abbes, Algeria

References

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Identifiers

DOI

10.15611/eada.2022.3.02

Biblioteka Nauki

2138982