Strong convergence of a nonparametric relative error regression estimator under missing data with functional predictors

被引:0
作者
Boucetta, Adel [1 ]
Guessoum, Zohra [1 ]
Ould-Said, Elias [2 ]
机构
[1] Univ Sci & Technol Houari Boumediene, Fac Math, Lab MSTD, BP 32, Algiers 16111, Algeria
[2] Univ Littoral Cote dOpale, Lab Math Pures & Appl, 19 Rue Louis David, F-62228 Calais, Pas De Calais, France
关键词
Relative error; Functional data; Functional regression; Truncated data; Censored data;
D O I
10.1007/s42952-024-00275-2
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we develop a nonparametric estimator of the regression function for a functional explanatory variable and a scalar response variable that is subject to left truncation and right censoring. The estimator is constructed by minimizing the mean squared relative error, which is a robust criterion that reduces the impact of outliers relatively to the Nadaraya Watson estimator. We prove the pointwise and uniform convergence of the estimator under some regular conditions and assess its performance by a numerical study. We also investigate the robustness of the estimator using the influence function as a measure of sensitivity to outliers and apply the estimator to a real dataset.
引用
收藏
页码:970 / 1002
页数:33
相关论文
共 42 条
[1]   Functional data analysis: estimation of the relative error in functional regression under random left-truncation model [J].
Altendji, Belkais ;
Demongeot, Jacques ;
Laksaci, Ali ;
Rachdi, Mustapha .
JOURNAL OF NONPARAMETRIC STATISTICS, 2018, 30 (02) :472-490
[2]  
[Anonymous], 1964, Theory Prob. and Apps, DOI 10.1137/1109020
[3]   On robust nonparametric regression estimation for a functional regressor [J].
Azzedine, Nadjia ;
Laksaci, Ali ;
Ould-Saied, Elias .
STATISTICS & PROBABILITY LETTERS, 2008, 78 (18) :3216-3221
[4]   Locally modelled regression and functional data [J].
Barrientos-Marin, J. ;
Ferraty, F. ;
Vieu, P. .
JOURNAL OF NONPARAMETRIC STATISTICS, 2010, 22 (05) :617-632
[5]   Nonparametric relative error estimation of the regression function for left truncated and right censored time series data [J].
Bayarassou, N. ;
Hamrani, F. ;
Said, E. Ould .
JOURNAL OF NONPARAMETRIC STATISTICS, 2024, 36 (03) :706-729
[6]   Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition [J].
Benseradj, Hassiba ;
Guessoum, Zohra .
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (07) :2082-2115
[7]   Kernel regression estimation for LTRC and associated data [J].
Bey, Siham ;
Guessoum, Zohra ;
Tatachak, Abdelkader .
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023, 52 (18) :6381-6406
[8]  
Boudada Halima, 2022, International Journal of Mathematics in Operational Research, V21, P127, DOI 10.1504/IJMOR.2022.120318
[9]   Rate of the Almost Sure Convergence of a Generalized Regression Estimate Based on Truncated and Functional Data [J].
Boudada, Halima ;
Leulmi, Sara ;
Kharfouch, Soumia .
JOURNAL OF SIBERIAN FEDERAL UNIVERSITY-MATHEMATICS & PHYSICS, 2020, 13 (04) :480-491
[10]   A review on robust M-estimators for regression analysis [J].
de Menezes, D. Q. F. ;
Prata, D. M. ;
Secchi, A. R. ;
Pinto, J. C. .
COMPUTERS & CHEMICAL ENGINEERING, 2021, 147 (147)