| Title:
|
Generalized regression estimation for continuous time processes with values in functional spaces (English) |
| Author:
|
Maillot, Bertrand |
| Author:
|
Chesneau, Christophe |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
62 |
| Issue:
|
4 |
| Year:
|
2021 |
| Pages:
|
461-481 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
We consider two continuous time processes; the first one is valued in a semi-metric space, while the second one is real-valued. In some sense, we extend the results of F. Ferraty and P. Vieu in ``Nonparametric models for functional data, with application in regression, time-series prediction and curve discrimination'' (2004), by establishing the convergence, with rates, of the generalized regression function when a real-valued continuous time response is considered. As corollaries, we deduce the convergence of the conditional distribution function as well as conditional quantiles. Note that a parametric rate of convergence in probability is reached while working with a naive kernel. (English) |
| Keyword:
|
continuous time process |
| Keyword:
|
regression function estimation |
| Keyword:
|
conditional distribution function |
| MSC:
|
62C05 |
| MSC:
|
62E20 |
| MSC:
|
62G07 |
| idZBL:
|
Zbl 07511574 |
| idMR:
|
MR4405817 |
| DOI:
|
10.14712/1213-7243.2022.003 |
| . |
| Date available:
|
2022-02-21T13:28:25Z |
| Last updated:
|
2024-01-01 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/149370 |
| . |
| Reference:
|
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