Large deviations theorems in nonparametric regression on functional data

被引:3
作者
Cherfi, Mohamed [1 ]
机构
[1] Univ Paris 06, Equipe Accueil 3124, LSTA, F-75252 Paris 05, France
关键词
TIME-SERIES PREDICTION; CURVE DISCRIMINATION; LIMIT-THEOREMS; MODELS;
D O I
10.1016/j.crma.2011.04.011
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this Note we prove large deviations principles for the Nadaraya-Watson estimator of the regression of a real-valued variable with a functional covariate. Under suitable conditions, we show pointwise and uniform large deviations theorems. (C) 2011 Published by Elsevier Masson SAS on behalf of Academie des sciences.
引用
收藏
页码:583 / 585
页数:3
相关论文
共 14 条
[1]  
[Anonymous], 1995, ASYMPTOTIC EFFICIENC
[2]  
BAHADUR RR, 1971, APPL MATH, V4
[3]   Efficiency of some tests when testing symmetry hypothesis [J].
Berrahou, N. ;
Louani, D. .
JOURNAL OF NONPARAMETRIC STATISTICS, 2006, 18 (7-8) :465-482
[4]  
Dembo A., 1998, APPL MATH, V38
[5]   Erratum of: 'Non-parametric models for functional data, with application in regression, time-series prediction and curve discrimination' [J].
Ferraty, F. ;
Vieu, P. .
JOURNAL OF NONPARAMETRIC STATISTICS, 2008, 20 (02) :187-189
[6]   Nonparametric models for functional data, with application in regression, time-series prediction and curve discrimination [J].
Ferraty, F ;
Vieu, P .
JOURNAL OF NONPARAMETRIC STATISTICS, 2004, 16 (1-2) :111-125
[7]  
FERRATY F, 2006, SPRINGER SER STAT
[8]   Nonparametric regression on functional data: Inference and practical aspects [J].
Ferraty, Frederic ;
Mas, Andre ;
Vieu, Philippe .
AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2007, 49 (03) :267-286
[9]   Rate of uniform consistency for nonparametric estimates with functional variables [J].
Ferraty, Frederic ;
Laksaci, Ali ;
Tadj, Amel ;
Vieu, Philippe .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2010, 140 (02) :335-352
[10]   Sharp large deviations in nonparametric estimation [J].
Joutard, Cyrille .
JOURNAL OF NONPARAMETRIC STATISTICS, 2006, 18 (03) :293-306