Robust nonparametric estimation for functional data
C Crambes, L Delsol, A Laksaci - Journal of Nonparametric …, 2008 - Taylor & Francis
Robust estimation provides an alternative approach to classical methods, for instance, when
the data are affected by the presence of outliers. Recently, these robust estimators have …
the data are affected by the presence of outliers. Recently, these robust estimators have …
Semi-functional partially linear regression model with responses missing at random
N Ling, R Kan, P Vieu, S Meng - Metrika, 2019 - Springer
This paper focuses on semi-functional partially linear regression model, where a scalar
response variable with missing at random is explained by a sum of an unknown linear …
response variable with missing at random is explained by a sum of an unknown linear …
Asymptotic normality of a robust estimator of the regression function for functional time series data
We propose a family of robust nonparametric estimators for a regression function based on
the kernel method. We establish the asymptotic normality of the estimator under the …
the kernel method. We establish the asymptotic normality of the estimator under the …
Functional data analysis: estimation of the relative error in functional regression under random left-truncation model
B Altendji, J Demongeot, A Laksaci… - Journal of …, 2018 - Taylor & Francis
In this paper, we investigate the relationship between a functional random covariable and a
scalar response which is subject to left-truncation by another random variable. Precisely, we …
scalar response which is subject to left-truncation by another random variable. Precisely, we …
Asymptotic normality of conditional density estimation in the single index model for functional time series data
N Ling, Q Xu - Statistics & Probability Letters, 2012 - Elsevier
In this paper, we investigate the estimation of conditional density function based on the
single-index model for functional time series data. The asymptotic normality of the …
single-index model for functional time series data. The asymptotic normality of the …
Strong convergence of robust equivariant nonparametric functional regression estimators
G Boente, A Vahnovan - Statistics & Probability Letters, 2015 - Elsevier
Robust nonparametric equivariant M-estimators for the regression function have been
extensively studied when the covariates are in R k. In this paper, we derive strong uniform …
extensively studied when the covariates are in R k. In this paper, we derive strong uniform …
Nonparametric estimation of the relative error in functional regression and censored data.
In this paper, the almost complete consistency and the asymptotic normality of the estimator
of the regression operator in the case of a censored response given a functional explanatory …
of the regression operator in the case of a censored response given a functional explanatory …
On the nonparametric estimation of the functional ψ-regression for a random left-truncation model
In this article we study a family of nonparametric estimators for the ψ-regression model when
the response variable is subject to left-truncation by another random variable. Under …
the response variable is subject to left-truncation by another random variable. Under …
Consistency results of the M‐regression function estimator for stationary continuous‐time and ergodic data
F Mokhtari, R Rouane, S Rahmani, M Rachdi - Stat, 2022 - Wiley Online Library
This paper is devoted to the study of asymptotic properties of the kernel estimator of the
robust regression function for stationary continuous‐time and ergodic data. Such a …
robust regression function for stationary continuous‐time and ergodic data. Such a …
Robust regression analysis for a censored response and functional regressors
L Aït Hennani, M Lemdani… - Journal of Nonparametric …, 2019 - Taylor & Francis
Let (T n) n≥ 1 be an independent and identically distributed (iid) sequence of interest
random variables (rv) distributed as T. In censorship models, T is subject to random …
random variables (rv) distributed as T. In censorship models, T is subject to random …