...
首页> 外文期刊>Journal of nonparametric statistics >Functional data analysis: estimation of the relative error in functional regression under random left-truncation model
【24h】

Functional data analysis: estimation of the relative error in functional regression under random left-truncation model

机译:功能数据分析:根据随机左截断模型估算功能回归中的相对误差

获取原文
获取原文并翻译 | 示例
           

摘要

In this paper, we investigate the relationship between a functional random covariable and a scalar response which is subject to left-truncation by another random variable. Precisely, we use the mean squared relative error as a loss function to construct a nonparametric estimator of the regression operator of these functional truncated data. Under some standard assumptions in functional data analysis, we establish the almost sure consistency, with rates, of the constructed estimator as well as its asymptotic normality. Then, a simulation study, on finite-sized samples, was carried out in order to show the efficiency of our estimation procedure and to highlight its superiority over the classical kernel estimation, for different levels of simulated truncated data.
机译:在本文中,我们研究了功能随机协变量与标量响应之间的关系,标量响应受另一个随机变量的截断。精确地,我们使用均方根相对误差作为损失函数来构造这些功能截断数据的回归算子的非参数估计量。在功能数据分析中的一些标准假设下,我们建立了所构造估计量及其渐近正态性的几乎确定的一致性(随速率变化)。然后,在有限大小的样本上进行了仿真研究,以展示我们的估计程序的效率,并突出其针对不同水平的模拟截断数据的优于经典核估计的优势。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号