Single Functional Index Quantile Regression for Independent Functional Data Under Right-Censoring

• Authors: Mohamed Mehdi Hamri , Sanaà Dounya Mekki , Abbes Rabhi , Nadia Kadiri

Title variants

PL

Regresja kwantylowa pojedynczego wskaźnika funkcjonalnego dla niezależnych danych funkcjonalnych z cenzurowaniem prawostronnym

Abstracts

PL

Głównym celem artykułu jest prezentacja nieparametrycznej estymacji kwantyli rozkładu warunkowego na podstawie modelu jednoindeksowego w modelu cenzury, gdy próba jest traktowana jako niezależne zmienne losowe o identycznym rozkładzie. Przede wszystkim wprowadzono estymator jądrowy dla funkcji skumulowanego rozkładu warunkowego (cond-cdf). Następnie podano oszacowanie kwantyli przez odwrócenie oszacowanego cond-cdf. Właściwości asymptotyczne są określane, gdy obserwacje są połączone ze strukturą jednoindeksową. Na koniec przeprowadzono badanie symulacyjne, aby ocenić skuteczność tego oszacowania.

EN

The main objective of this paper was to estimate non-parametrically the quantiles of a conditional distribution based on the single-index model in the censorship model when the sample is considered as independent and identically distributed (i.i.d.) random variables. First of all, a kernel type estimator for the conditional cumulative distribution function (cond-cdf) is introduced. Then the paper gives an estimation of the quantiles by inverting this estimated cond-cdf, the asymptotic properties are stated when the observations are linked with a single-index structure. Finally, a simulation study was carried out to evaluate the performance of this estimate.

Keywords

EN

censored data; functional data; kernel estimator; normality; non-parametric estimation; small ball probability

PL

dane cenzurowane; estymator jądrowy; normalność; estymacja nieparametryczna; prawdopodobieństwo small ball

• Publisher: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
• Journal: Econometrics. Ekonometria. Advances in Applied Data Analytics
• Year: 2022
• Volume: 26
• Issue: 1
• Pages: 31-62

Dates

published

2022

Contributors

author

Mohamed Mehdi Hamri

• University Djillali Liabes of Sidi Bel Abbes, Algeria

author

Sanaà Dounya Mekki

• University Djillali Liabes of Sidi Bel Abbes, Algeria

author

Abbes Rabhi

• University Djillali Liabes of Sidi Bel Abbes, Algeria

author

Nadia Kadiri

• University Djillali Liabes of Sidi Bel Abbes, Algeria

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Identifiers

DOI

10.15611/eada.2022.1.03

Biblioteka Nauki

2045982