FDA: strong consistency of the kNN local linear estimation of the functional conditional density and mode

Chikr-Elmezouar Zouaoui; Almanjahie Ibrahim M.; Laksaci Ali; Rachdi Mustapha

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FDA: strong consistency of the kNN local linear estimation of the functional conditional density and mode

机译：FDA：功能性条件密度和模式的KNN局部线性估计的强趋势

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摘要

In this paper we present a new estimator of the conditional density and mode when the co-variables are of functional kind. This estimator is a combination of both, the k-Nearest Neighbours procedure and the functional local linear estimation. Then, for each statistical parameter (conditional density or mode), results concerning the strong consistency and rate of convergence of the estimators are presented. Finally, their performances, for finite sample sizes, are illustrated by using simulated data.

机译：在本文中，当共变量具有功能性时，我们介绍了条件密度和模式的新估计器。该估算器是K到最近邻居程序的组合和功能本地线性估计。然后，对于每个统计参数（条件密度或模式），提出了关于强常数和估计率的收敛速率的结果。最后，通过使用模拟数据来说明它们的有限样本尺寸的性能。

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来源
《Journal of nonparametric statistics》 |2019年第2期|175-195|共21页
作者
Chikr-Elmezouar Zouaoui; Almanjahie Ibrahim M.; Laksaci Ali; Rachdi Mustapha;
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作者单位

King Khalid Univ Coll Sci Dept Math Abha Saudi Arabia;

King Khalid Univ Coll Sci Dept Math Abha Saudi Arabia;

King Khalid Univ Coll Sci Dept Math Abha Saudi Arabia;

Univ Grenoble Alpes Lab AGEIS EA 7407 TIMB Team UFR SHS BP 47 F-38040 Grenoble 09 France;

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原文格式 PDF
正文语种 eng
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关键词
Functional data analysis; nonparametric functional data analysis; almost-complete convergence; local linear estimation; conditional mode; Kernel method; conditional density function; k-nearest neighbours method;

机译：功能数据分析;非参数功能数据分析;几乎完全的收敛;局部线性估计;条件模式;内核方法;条件密度函数;k-最近的邻居方法;

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1. FDA: strong consistency of the kNN local linear estimation of the functional conditional density and mode [J] . Chikr-Elmezouar Zouaoui, Almanjahie Ibrahim M., Laksaci Ali, Journal of nonparametric statistics . 2019,第1a2期

机译：FDA：kNN局部线性估计功能条件密度和模式的强一致性
2. Strong consistency of local linear estimation of a conditional density function under random censorship [J] . Abdelkader Benkhaled, Fethi Madani, Salah Khardani Arabian Journal of Mathematics . 2020,第3期

机译：随机审查下有条件密度函数的局部线性估计的强趋势
3. Strong uniform consistency rates of the local linear estimation of the conditional hazard estimator for functional data [J] . Abdelmafek GAGUI, Abdelhak CHOUAF International Journal of Applied Mathematics & Statistics . 2020,第2期

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4. Density estimation models for strong nonlinearities in RF power amplifiers [C] . Khan Zain Ahmed, Zenteno Efrain, Isaksson Magnus, Asia-Pacific Microwave Conference . 2014

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5. Nonlinear Conditional Risk-Neutral Density Estimation in Discrete Time With Applications to Option Pricing, Risk Preference Measurement and Portfolio Choice [D] . Hansen Silva, Erwin Guillermo. 2013

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6. Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds [O] . Abhishek Bhattacharya, David B. Dunson -1

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7. Strong consistency of local linear estimation of a conditional density function under random censorship [O] . Abdelkader Benkhaled, Fethi Madani, Salah Khardani 2020

机译：随机审查下有条件密度函数的局部线性估计的强趋势

FDA: strong consistency of the kNN local linear estimation of the functional conditional density and mode

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