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<Para ID="Par1">The kernel method estimator of the spatial modal regression for functional regressors is proposed. We establish, under some general mixing conditions, the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$L^p$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msup> <mi>L</mi> <mi>p</mi> </msup> </math> </EquationSource> </InlineEquation>-consistency and the asymptotic normality of the estimator. The performance of the proposed estimator is illustrated in a...</equationsource></equationsource></inlineequation></para>
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The problem of prediction in time series using nonparametric functional techniques is considered. An extension of the local linear method to regression with functional explanatory variable is proposed. This forecasting method is compared with the functional Nadaraya–Watson method and with...
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We consider a varying coefficient regression model for sparse functional data, with time varying response variable depending linearly on some time independent covariates with coefficients as functions of time dependent covariates. Based on spline smoothing, we propose data driven simultaneous...
Persistent link: https://www.econbiz.de/10010734528
The problem of the nonparametric local linear estimation of the conditional density of a scalar response variable given a random variable taking values in a semi-metric space is considered. Some theoretical and practical asymptotic properties of this estimator are established. The usefulness of...
Persistent link: https://www.econbiz.de/10010738194
Measuring dependence is a basic question when dealing with functional observations. The usual correlation for curves is not robust. Kendall's coefficient is a natural description of dependence between finite dimensional random variables. We extend this concept to functional observations. Given a...
Persistent link: https://www.econbiz.de/10010861860
We present a notion of Spearman's coefficient for functional data that extends the classical bivariate concept to situations where the observed data are curves generated by a stochastic process. Since Spearman's coefficient for bivariate samples is based on the natural data ordering in dimension...
Persistent link: https://www.econbiz.de/10010861863