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Local linear estimation of the conditional cumulative distribution function: Censored functional data case

Author

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  • Saâdia Rahmani

    (Mathematics, Laboratory of Stochastic Models, Statistic and Applications, Dr. Taher Moulay University of Saida)

  • Oussama Bouanani

    (Mathematics, Laboratory of Stochastic Models, Statistic and Applications, Dr. Taher Moulay University of Saida)

Abstract

In this paper, we estimate the conditional cumulative distribution function of a randomly censored scalar response variable given a functional random variable using the local linear approach. Under this structure, we state the asymptotic normality with explicit rates of the constructed estimator. Moreover, the usefulness of our results is illustrated through a simulated study.

Suggested Citation

  • Saâdia Rahmani & Oussama Bouanani, 2023. "Local linear estimation of the conditional cumulative distribution function: Censored functional data case," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 741-769, February.
  • Handle: RePEc:spr:sankha:v:85:y:2023:i:1:d:10.1007_s13171-021-00276-x
    DOI: 10.1007/s13171-021-00276-x
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    References listed on IDEAS

    as
    1. Stute, W., 1993. "Consistent Estimation Under Random Censorship When Covariables Are Present," Journal of Multivariate Analysis, Elsevier, vol. 45(1), pages 89-103, April.
    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. Belkais Altendji & Jacques Demongeot & Ali Laksaci & Mustapha Rachdi, 2018. "Functional data analysis: estimation of the relative error in functional regression under random left-truncation model," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(2), pages 472-490, April.
    4. Somia Ayad & Ali Laksaci & Saâdia Rahmani & Rachida Rouane, 2020. "On the local linear modelization of the conditional density for functional and ergodic data," METRON, Springer;Sapienza Università di Roma, vol. 78(2), pages 237-254, August.
    5. Fahimah A. Al-Awadhi & Zoulikha Kaid & Ali Laksaci & Idir Ouassou & Mustapha Rachdi, 2019. "Functional data analysis: local linear estimation of the $$L_1$$ L 1 -conditional quantiles," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(2), pages 217-240, June.
    6. Frédéric Ferraty & Ali Laksaci & Philippe Vieu, 2006. "Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models," Statistical Inference for Stochastic Processes, Springer, vol. 9(1), pages 47-76, May.
    7. A. Berlinet & A. Elamine & A. Mas, 2011. "Local linear regression for functional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(5), pages 1047-1075, October.
    8. 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.
    9. Kohler, Michael & Máthé, Kinga & Pintér, Márta, 2002. "Prediction from Randomly Right Censored Data," Journal of Multivariate Analysis, Elsevier, vol. 80(1), pages 73-100, January.
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