Recursive estimation of nonparametric regression with functional covariate.
Résumé
The main purpose of this work 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 a real data set study.
Origine : Fichiers produits par l'(les) auteur(s)
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