Asymptotic Normality of Single Functional Index Quantile Regression for Functional Data with Missing Data at Random

• Autorzy: Anis Allal , Nadia Kadiri , Abbes Rabhi

Warianty tytułu

Asymptotyczna normalność w regresji kwantylowej pojedynczego wskaźnika funkcyjnego dla danych funkcjonalnych z losowymi brakującymi danymi

• Języki publikacji: EN

Abstrakty

EN

This work addresses the problem of the nonparametric estimation of the regression function, namely the conditional distribution and the conditional quantile in the single functional index model (SFIM) under the independent and identically distributed condition with randomly missing data. The main result of this study was the establishment of the asymptotic properties of the estimator, such as the almost complete convergence rates. Moreover, the asymptotic normality of the constructs was obtained under certain mild conditions. Lastly, the authors discussed how to apply the result to construct confidence intervals.(original abstract)

W artykule autorzy prowadzą rozważania dotyczące problemu nieparametrycznej estymacji funkcji regresji, a mianowicie rozkładu warunkowego i kwantyla warunkowego w modelu pojedynczego indeksu funkcjonalnego (SFIM) przy założeniu niezależnych i z identycznym rozkładem danych z losowymi brakami danych. Głównym rezultatem przeprowadzonych badań było ustalenie asymptotycznych właściwości estymatora, takich jak prawie całkowite współczynniki zbieżności. Co więcej, asymptotyczną normalność konstruktów uzyskano dla pewnych łagodnych warunków. Na koniec omówiono, jak zastosować uzyskany wynik do skonstruowania przedziałów ufności.(abstrakt oryginalny)

Słowa kluczowe

EN

Functional analysis; Nonparametric estimation

PL

Analiza funkcjonalna; Estymacja nieparametryczna

• Czasopismo: Ekonometria / Uniwersytet Ekonomiczny we Wrocławiu
• Rocznik: 2024
• Tom: 28
• Numer: nr 1
• Strony: 26--38

Twórcy

autor

Anis Allal

• University Djillali LIABES of Sidi Bel Abbes, Algeria

autor

Nadia Kadiri

• University Djillali LIABES of Sidi Bel Abbes, Algeria

autor

Abbes Rabhi

• University Djillali LIABES of Sidi Bel Abbes, Algeria

Bibliografia

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Identyfikatory

DOI

DOI: 10.15611/eada.2024.1.03