Missing responses at random in functional single index model for time series data

被引:16
作者
Ling, Nengxiang [1 ]
Cheng, Lilei [1 ]
Vieu, Philippe [2 ]
Ding, Hui [3 ]
机构
[1] Hefei Univ Technol, Sch Math, Hefei 230009, Peoples R China
[2] Univ Paul Sabatier, Inst Math, Toulouse, France
[3] Nanjing Univ Finance & Econ, Sch Econ, Nanjing 210023, Peoples R China
基金
中国国家自然科学基金;
关键词
Functional single index model; Uniform almost complete convergence rate; Asymptotic normality; Strong mixing dependence; Missing responses at random; CONDITIONAL DENSITY-ESTIMATION; ASYMPTOTIC NORMALITY; REGRESSION;
D O I
10.1007/s00362-021-01251-2
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 first investigate the estimation of the functional single index regression model with missing responses at random for strong mixing time series data. More precisely, the uniform almost complete convergence rate and asymptotic normality of the estimator are obtained respectively under some general conditions. Then, some simulation studies are carried out to show the finite sample performances of the estimator. Finally, a real data analysis about the sea surface temperature is used to illustrate the effectiveness of our methodology.
引用
收藏
页码:665 / 692
页数:28
相关论文
共 38 条
[1]   Cross-validated estimations in the single-functional index model [J].
Ait-Saidi, Ahmed ;
Ferraty, Frederic ;
Kassa, Rabah ;
Vieu, Philippe .
STATISTICS, 2008, 42 (06) :475-494
[2]   Recent advances in functional data analysis and high-dimensional statistics [J].
Aneiros, German ;
Cao, Ricardo ;
Fraiman, Ricardo ;
Genest, Christian ;
Vieu, Philippe .
JOURNAL OF MULTIVARIATE ANALYSIS, 2019, 170 :3-9
[3]  
Aneiros German., 2017, Functional statistics and related fields
[4]  
[Anonymous], 2005, Sankhya Indian J. Stat
[5]   Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications [J].
Attaoui, Said ;
Ling, Nengxiang .
METRIKA, 2016, 79 (05) :485-511
[6]   A note on the conditional density estimate in the single functional index model [J].
Attaoui, Said ;
Laksaci, Ali ;
Said, Elias Ould .
STATISTICS & PROBABILITY LETTERS, 2011, 81 (01) :45-53
[7]   Asymptotic normality of a robust estimator of the regression function for functional time series data [J].
Attouch, Mohammed ;
Laksaci, Ali ;
Said, Elias Ould .
JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2010, 39 (04) :489-500
[8]  
Bosq D., 2000, Linear processes in function spaces: theory and applications
[10]   A partial overview of the theory of statistics with functional data [J].
Cuevas, Antonio .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2014, 147 :1-23