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 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 .
Accepted:
Published online:
Laurent Delsol 1
@article{CRMATH_2007__345_7_411_0, author = {Laurent Delsol}, title = {CLT and $ {\mathbb{L}}^{q}$ errors in nonparametric functional regression}, journal = {Comptes Rendus. Math\'ematique}, pages = {411--414}, publisher = {Elsevier}, volume = {345}, number = {7}, year = {2007}, doi = {10.1016/j.crma.2007.07.021}, language = {en}, }
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. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2007.07.021/
[1] New dependence coefficients. Examples and applications to statistics, Probab. Theory Related Fields, Volume 132 (2005), pp. 203-236
[2] Advances on nonparametric regression for functional data, ANZ Journal of Statistics (2007) (in press)
[3] Nonparametric Functional Data Analysis, Springer-Verlag, New York, 2006
[4] Central limit theorem for α-mixing triangular arrays with applications to nonparametric statistics, Mathematical Methods of Statistics, Volume 10 (2001) no. 2, pp. 194-214
[5] Nonparametric regression estimation for dependent functional data: asymptotic normality, Stochastic Process. Appl., Volume 115 (2005) no. 1, pp. 155-177
[6] About the Lindeberg method for strongly mixing sequences, ESAIM, Volume 1 (1995), pp. 35-61
[7] Théorie asymptotique des processus aléatoires faiblement dépendants, Mathématiques et applications, vol. 31, Springer-Verlag, Berlin, 2000
[8] On exact rates in nonparametric kernel regression, Scand. J. Statist., Volume 17 (1990) no. 3, pp. 251-256
Cited by Sources:
Comments - Policy