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2023 | 70 | 2 | 20-45

Article title

Some asymptotic results of the estimators for conditional mode for functional data in the single index model missing data at random

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Abstracts

EN
In this work, we consider the problem of non-parametric estimation of a regression function, namely the conditional density and the conditional mode in a single functional index model (SFIM) with randomly missing data. The main result of this work is the establishment of the asymptotic properties of the estimator, such as almost complete convergence rates. Moreover, the asymptotic normality of the constructs is obtained under certain mild conditions. We finally discuss how to apply our result to construct confidence intervals.

Year

Volume

70

Issue

2

Pages

20-45

Physical description

Dates

published
2023

Contributors

  • Djillali LIABES University of Sidi Bel Abbes, Laboratory of Mathematics, Algeria
author
  • Djillali LIABES University of Sidi Bel Abbes, Higher School of Economics of Oran 22000, Sidi Bel Abbes, Algeria
author
  • Djillali LIABES University of Sidi Bel Abbes, Laboratory of Mathematics, Algeria

References

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  • Attaoui, S.(2014). On the non-parametric conditional density and mode estimates in the single functional index model with strongly mixing data. Sankhyã. The Indian Journal of Statistics, 76(2), 356-378. https://doi.org/10.1007/s13171-014-0051-6.
  • Attaoui, S., & Ling, N. (2016). Asymptotic results of a non-parametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications. Metrika. International Journal for Theoretical and Applied Statistics, 79(5), 485-511. https://doi.org/10.1007/s00184-015-0564-6.
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  • Ezzahrioui, M., & Ould-Saïd, M. (2008). Asymptotic normality of a non-parametric estimator of the conditional mode function for functional data. Journal of Non-parametric Statistics, 20(1), 3-18. https://doi.org/10.1080/10485250701541454.
  • Ferraty, F., Rabhi, A., & Vieu, P. (2005). Conditional Quantiles for Dependent Functional Data with Application to the Climatic El Niño Phenomenon. Sankhyã. The Indian Journal of Statistics, 67(2), 378-398.
  • Ferraty, F., Sued, F., & Vieu, P. (2013). Mean estimation with data missing at random for functional covariables. Statistics. A Journal of Theoretical and Applied Statistics, 47(4), 688-706.
  • Ferraty, F., & Vieu, P. (2003). Functional Non-parametric Statistics. A Double Infinite Dimensional Framework. In M. G. Akritas & D. N. Politis (Eds.), Recent Advances and Trends in Non-parametric Statistics (pp. 61-78). Elsevier.
  • Ferraty, F., & Vieu, P. (2006). Non-parametric Functional Data Analysis. Theory and Practice. Springer. https://doi.org/10.1007/0-387-36620-2.
  • Hamri, M. M., Mekki, S. D., Rabhi, A., & Kadiri, N. (2022). Single functional index quantile regression for independent functional data under right-censoring. Econometrics. Ekonometria, 26(1), 31-62. https://doi.org/10.15611/eada.2022.1.03.
  • Kadiri, N., Rabhi, A., & Bouchentouf, A. A. (2018). Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship. Dependence Modeling, 6(1), 197-227. https://doi.org/10.1515/demo-2018-0013.
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  • Lemdani, M., Ould-Saïd, E., & Poulin, N. (2009). Asymptotic properties of a conditional quantile estimator with randomly truncated data. Journalof Multivariate Analysis, 100(3), 546-559. https://doi.org/10.1016/j.jmva.2008.06.004.
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  • Mekki, S. D., Kadiri, N., & Rabhi, A. (2021). Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random. Statistica, 81(4), 399-422. https://doi.org/10.6092/issn.1973 -2201/10472.
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Document Type

Publication order reference

Identifiers

Biblioteka Nauki
31340028

YADDA identifier

bwmeta1.element.ojs-doi-10_59139_ps_2023_02_2
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