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Asymptotic normality of conditional mode estimation for functional dependent data

Author

Listed:
  • Oussama Bouanani

    (Université Dr Tahar Moulay)

  • Saâdia Rahmani

    (Université Dr Tahar Moulay)

  • Ali Laksaci

    (King Khalid University)

  • Mustapha Rachdi

    (Univ. Grenoble Alpes, CNRS, Grenoble INP, TIMA, UFR SHS)

Abstract

Based on the local polynomial smoother idea, we construct a local linear estimator of the conditional mode for dependent functional covariables. Precisely, observations are assumed to be a sequence of stationary α-mixing random variables. Then, we establish the asymptotic normality of the constructed estimator.

Suggested Citation

  • Oussama Bouanani & Saâdia Rahmani & Ali Laksaci & Mustapha Rachdi, 2020. "Asymptotic normality of conditional mode estimation for functional dependent data," Indian Journal of Pure and Applied Mathematics, Springer, vol. 51(2), pages 465-481, June.
    • Handle: RePEc:spr:indpam:v:51:y:2020:i:2:d:10.1007_s13226-020-0411-y
    DOI: 10.1007/s13226-020-0411-y
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    References listed on IDEAS

    as
    1. Masry, Elias, 2005. "Nonparametric regression estimation for dependent functional data: asymptotic normality," Stochastic Processes and their Applications, Elsevier, vol. 115(1), pages 155-177, January.
    2. J. Barrientos-Marin & F. Ferraty & P. Vieu, 2010. "Locally modelled regression and functional data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(5), pages 617-632.
    3. Boj, Eva & Delicado, Pedro & Fortiana, Josep, 2010. "Distance-based local linear regression for functional predictors," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 429-437, February.
    4. Rachdi, Mustapha & Laksaci, Ali & Demongeot, Jacques & Abdali, Abdel & Madani, Fethi, 2014. "Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 53-68.
    5. Zhiyong Zhou & Zhengyan Lin, 2016. "Asymptotic normality of locally modelled regression estimator for functional data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 116-131, March.
    6. M'hamed Ezzahrioui & Elias Ould Saïd, 2010. "Some asymptotic results of a non‐parametric conditional mode estimator for functional time‐series data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(2), pages 171-201, May.
    7. Idir Ouassou & Mustapha Rachdi, 2012. "Regression operator estimation by delta-sequences method for functional data and its applications," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(4), pages 451-465, October.
    8. Sophie Dabo-Niang & Ali Laksaci, 2010. "Note on conditional mode estimation for functional dependent data," Statistica, Department of Statistics, University of Bologna, vol. 70(1), pages 83-94.
    9. Dabo-Niang, Sophie & Kaid, Zoulikha & Laksaci, Ali, 2012. "On spatial conditional mode estimation for a functional regressor," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1413-1421.
    Full references (including those not matched with items on IDEAS)

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