Functional local linear estimate for functional relative-error regression

被引：11
|
作者：
Chahad A. [1 ]
Ait-Hennani L. [2 ]
Laksaci A. [1 ]
机构：
[1] Laboratoire de Statistique et Processus Stochastiques, Université de Sidi Bel Abbès, Sidi Bel Abbès
[2] Institut Universitaire de Technologie, Université de Lille 2, Roubaix
来源：
Journal of Statistical Theory and Practice | 2017年 / 11卷 / 4期
关键词：
Functional data; kernel estimate; local linear estimate; nonparametric regression; relative error;
D O I：
10.1080/15598608.2017.1321071
中图分类号：
学科分类号：
摘要：
We present in this article a new estimator of the regression operator of a scalar response variable given a functional explanatory variable. The latter is constructed by minimizing the mean squared relative error of the local linear regression operator. Our main result is the establishment of the almost complete consistency (pointwise and uniform) with rates of this estimator. A Monte Carlo study is carried out to evaluate the performance of this estimate. © 2017 Grace Scientific Publishing, LLC.
引用
收藏
页码：771 / 789
页数：18
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