Single Functional Index Quantile Regression for Independent Functional Data Under Right-Censoring

• Autorzy: Mohamed Mehdi Hamri , Sanaà Dounya Mekki , Abbes Rabhi , Nadia Kadiri

Warianty tytułu

Regresja kwantylowa pojedynczego wskaźnika funkcjonalnego dla niezależnych danych funkcjonalnych z cenzurowaniem prawostronnym

• Języki publikacji: EN

Abstrakty

EN

The main objective of this paper was to estimate non-parametrically the quantiles of a conditional distribution based on the single-index model in the censorship model when the sample is considered as independent and identically distributed (i.i.d.) random variables. First of all, a kernel type estimator for the conditional cumulative distribution function (cond-cdf) is introduced. Then the paper gives an estimation of the quantiles by inverting this estimated cond-cdf, the asymptotic properties are stated when the observations are linked with a single-index structure. Finally, a simulation study was carried out to evaluate the performance of this estimate.(original abstract)

Głównym celem artykułu jest prezentacja nieparametrycznej estymacji kwantyli rozkładu warunkowego na podstawie modelu jednoindeksowego w modelu cenzury, gdy próba jest traktowana jako niezależne zmienne losowe o identycznym rozkładzie. Przede wszystkim wprowadzono estymator jądrowy dla funkcji skumulowanego rozkładu warunkowego (cond-cdf). Następnie podano oszacowanie kwantyli przez odwrócenie oszacowanego cond-cdf. Właściwości asymptotyczne są określane, gdy obserwacje są połączone ze strukturą jednoindeksową. Na koniec przeprowadzono badanie symulacyjne, aby ocenić skuteczność tego oszacowania.(abstrakt oryginalny)

Słowa kluczowe

EN

Estimation; Nonparametric estimation; Probability; Econometrics

PL

Estymacja; Estymacja nieparametryczna; Prawdopodobieństwo; Ekonometria

• Czasopismo: Ekonometria / Uniwersytet Ekonomiczny we Wrocławiu
• Rocznik: 2022
• Tom: 26
• Numer: nr 1
• Strony: 31--62

Twórcy

autor

Mohamed Mehdi Hamri

• University Djillali Liabes of Sidi Bel Abbes, Sidi Bel Abbes, Algeria

autor

Sanaà Dounya Mekki

• University Center Salhi Ahmed of Naâma, Sidi Bel Abbes, Algeria

autor

Abbes Rabhi

• University Djillali Liabes of Sidi Bel Abbes, Sidi Bel Abbes, Algeria

autor

Nadia Kadiri

• University Djillali Liabes of Sidi Bel Abbes, Sidi Bel Abbes, Algeria

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Identyfikatory

DOI

10.15611/eada.2022.1.03