Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
414972 | Computational Statistics & Data Analysis | 2014 | 19 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Aboubacar Amiri, Christophe Crambes, Baba Thiam,