CLT and $ {\mathbb{L}}^{q}$ errors in nonparametric functional regression

Laurent Delsol

doi:10.1016/j.crma.2007.07.021

Statistics

CLT and

L^{q}

errors in nonparametric functional regression

Presented by: Paul Deheuvels

Laurent Delsol ¹

¹ L.S.P., Université Paul-Sabatier, 31062 Toulouse, France

Comptes Rendus. Mathématique, Volume 345 (2007) no. 7, pp. 411-414

Abstract (Original language)
Résumé

We study a nonparametric functional regression model and we provide an asymptotic law with explicit constants under α-mixing assumptions. Then we establish both pointwise confidence bands for the regression operator and asymptotic $L^{q}$ errors for its kernel estimator.

On étudiera dans cet article la normalité asymptotique de l'estimateur à noyau pour des données α-mélangeantes fonctionnelles. L'explicitation des constantes apparaissant dans la loi asymptotique permet d'établir des intervalles de confiance ponctuels pour l'opérateur de régression ainsi que l'expression des erreurs $L^{q}$ .

Received: 2006-11-15
Accepted: 2007-07-23
Published online: 2007-09-29

DOI: 10.1016/j.crma.2007.07.021

Author's affiliations:

Laurent Delsol ¹

¹ L.S.P., Université Paul-Sabatier, 31062 Toulouse, France

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     title = {CLT and $ {\mathbb{L}}^{q}$ errors in nonparametric functional regression},
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Laurent Delsol. CLT and $ {\mathbb{L}}^{q}$ errors in nonparametric functional regression. Comptes Rendus. Mathématique, Volume 345 (2007) no. 7, pp. 411-414. doi: 10.1016/j.crma.2007.07.021

References
Cited by

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