In this Note we prove large deviations principles for the Nadaraya–Watson estimator of the regression of a real-valued variable with a functional covariate. Under suitable conditions, we show pointwise and uniform large deviations theorems.
Lʼobjet de cette Note est dʼétablir un principe de grandes déviations ponctuel et un principe de grandes déviations uniforme pour lʼestimateur à noyau de la régression sur des données fonctionnelles.
Accepted:
Published online:
Mohamed Cherfi 1
@article{CRMATH_2011__349_9-10_583_0, author = {Mohamed Cherfi}, title = {Large deviations theorems in nonparametric regression on functional data}, journal = {Comptes Rendus. Math\'ematique}, pages = {583--585}, publisher = {Elsevier}, volume = {349}, number = {9-10}, year = {2011}, doi = {10.1016/j.crma.2011.04.011}, language = {en}, }
Mohamed Cherfi. Large deviations theorems in nonparametric regression on functional data. Comptes Rendus. Mathématique, Volume 349 (2011) no. 9-10, pp. 583-585. doi : 10.1016/j.crma.2011.04.011. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2011.04.011/
[1] Some limit theorems in statistics, Conference Board of the Mathematical Sciences Regional Conference Series, Appl. Math., vol. 4, Society for Industrial and Applied Mathematics, Philadelphia, PA, 1971
[2] Efficiency of some tests when testing symmetry hypothesis, J. Nonparametr. Stat., Volume 18 (2006) no. 7–8, pp. 465-482 (2007)
[3] Large Deviations Techniques and Applications, Appl. Math. (New York), vol. 38, Springer-Verlag, New York, 1998
[4] Nonparametric models for functional data, with application in regression, time-series prediction and curve discrimination, J. Nonparametr. Stat., Volume 16 (2004) no. 1–2, pp. 111-125
[5] Nonparametric functional data analysis, Theory and Practice, Springer Ser. Statist., Springer, New York, 2006
[6] Erratum of: “Nonparametric models for functional data, with application in regression, time-series prediction and curve discrimination” [J. Nonparametr. Stat. 16 (1–2) (2004) 111–125], J. Nonparametr. Stat., Volume 20 (2008) no. 2, pp. 187-189
[7] Nonparametric regression on functional data: inference and practical aspects, Aust. N. Z. J. Stat., Volume 49 (2007) no. 3, pp. 267-286
[8] Rate of uniform consistency for nonparametric estimates with functional variables, J. Statist. Plann. Inference, Volume 140 (2010) no. 2, pp. 335-352
[9] Sharp large deviations in nonparametric estimation, J. Nonparametr. Stat., Volume 18 (2006) no. 3, pp. 293-306
[10] A minimaxity criterion in nonparametric regression based on large-deviations probabilities, Ann. Statist., Volume 24 (1996) no. 3, pp. 1075-1083
[11] Large deviations limit theorems for the kernel density estimator, Scand. J. Statist., Volume 25 (1998) no. 1, pp. 243-253
[12] Some large deviations limit theorems in conditional nonparametric statistics, Statistics, Volume 33 (1999) no. 2, pp. 171-196
[13] Large and moderate deviations principles for kernel estimators of the multivariate regression, Math. Methods Statist., Volume 17 (2008) no. 2, pp. 146-172
[14] Asymptotic Efficiency of Nonparametric Tests, Cambridge University Press, Cambridge, 1995
Cited by Sources:
Comments - Policy