No Detail Found!

Estimate a kernel regression for functional independent data in semi-parametric models through the application of the leave-one-out technique for bandwidth selection

Author(s)
Rachid Agoune Faculty of Hydrocarbons, Kasdi Merbah University, Ouargla, Algeria
Fateh Merahi Department of Mathematics, Mustapha Ben Boulaid Batna(2) University, Batna, Algeria
Abstract
In this manuscript, we address the estimation of the conditional regression function for a scalar response variable Y conditioned on a Hilbertian random variable X, under the assumption that the observations exhibit a single-index structure. The paper showcases the pointwise almost complete convergence, along with the corresponding rate, of the kernel estimator proposed for this particular model. To illustrate the applicability of our findings, we demonstrate how our outcomes manifest in the context of simulation studies involving functional data. This is achieved through the employment of the leave-one-out (LOO) technique within cross-validation for the purpose of selecting the bandwidth parameter governing the smoothness of the estimated function. We also analyze a spectrometric data set.
Publication Details
Page(s) 47-71
DOI DOI not available
Published Journal: Journal of Applied Probability and Statistics, Volume: 19, Issue: 2, Year: 2024

Request the full text from PASTIC

Keywords
and phrases, functional regression, kernel estimator, single functional index model, Functional random variable
0

Citations

0

Downloads

28

Views