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Local linear estimate of the functional expectile regression

Author

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  • Litimein, Ouahiba
  • Laksaci, Ali
  • Mechab, Boubaker
  • Bouzebda, Salim

Abstract

This paper deals with the problem of the nonparametric estimation of the functional expectile regression. We use the local linear approach to construct a new estimator of the studied model. The main result of this note is the establishment of the almost complete consistency of this estimator. Our results are obtained under standard assumptions using the Bahadur representation of the conditional expectile. Some simulation studies are carried out to show the finite sample performances of the proposed estimator.

Suggested Citation

  • Litimein, Ouahiba & Laksaci, Ali & Mechab, Boubaker & Bouzebda, Salim, 2023. "Local linear estimate of the functional expectile regression," Statistics & Probability Letters, Elsevier, vol. 192(C).
    • Handle: RePEc:eee:stapro:v:192:y:2023:i:c:s016771522200195x
    DOI: 10.1016/j.spl.2022.109682
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    Cited by:

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    2. Sultana Didi & Salim Bouzebda, 2022. "Wavelet Density and Regression Estimators for Continuous Time Functional Stationary and Ergodic Processes," Mathematics, MDPI, vol. 10(22), pages 1-37, November.

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