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Two-time-scale nonparametric recursive regression estimator for independent functional data

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  • Yousri Slaoui

Abstract

In this paper, we propose and investigate a new kernel regression estimators based on the two-time-scale stochastic approximation algorithm in the case of independent functional data. We study the properties of the proposed recursive estimators and compare them with the recursive estimators based on single-time-scale stochastic algorithm proposed by Slaoui and to the non-recursive estimator proposed by Slaoui. It turns out that, with an adequate choice of the parameters, the proposed two-time-scale estimators perform better than the recursive estimators constructed using single-time-scale stochastic algorithm. We corroborate these theoretical results through some simulations and two real datasets.

Suggested Citation

  • Yousri Slaoui, 2023. "Two-time-scale nonparametric recursive regression estimator for independent functional data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(15), pages 5213-5245, August.
  • Handle: RePEc:taf:lstaxx:v:52:y:2023:i:15:p:5213-5245
    DOI: 10.1080/03610926.2021.2004428
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