Recursive estimation of nonparametric regression with functional covariate

被引:22
|
作者
Amiri, Aboubacar [1 ]
Crambes, Christophe [2 ]
Thiam, Baba [1 ]
机构
[1] Univ Lille 3, Univ Lille Nord France, Lab EQUIPPE EA 4018, Villeneuve Dascq, France
[2] Univ Montpellier 2, Inst Math & Modelisat Montpellier, F-34090 Montpellier, France
关键词
Functional data; Recursive kernel estimators; Regression function; Quadratic error; Almost sure convergence; Asymptotic normality; TOOLS;
D O I
10.1016/j.csda.2013.07.030
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of recursive kernel estimates of the regression function are derived. These results are established with rates and precise evaluation of the constant terms. Also, a central limit theorem for this class of estimators is established. The method is evaluated on simulations and real dataset studies. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码:154 / 172
页数:19
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