Regresja kwantylowa pojedynczego wskaźnika funkcjonalnego dla niezależnych danych funkcjonalnych z cenzurowaniem prawostronnym
Single functional index quantile regression for independent functional data under right-censoring
Author(s): Mohamed Mehdi Hamri, Sanaà Dounya Mekki, Abbes Rabhi, Nadia KadiriSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: censored data; functional data; kernel estimator; normality; non-parametric estimation; small ball probability
Summary/Abstract: The main objective of this paper was to estimate non-parametrically the quantiles of a conditional distribution based on the single-index model in the censorship model when the sample is considered as independent and identically distributed (i.i.d.) random variables. First of all, a kernel type estimator for the conditional cumulative distribution function (cond-cdf) is introduced. Then the paper gives an estimation of the quantiles by inverting this estimated cond-cdf, the asymptotic properties are stated when the observations are linked with a single-index structure. Finally, a simulation study was carried out to evaluate the performance of this estimate.
Journal: Ekonometria
- Issue Year: 26/2022
- Issue No: 1
- Page Range: 31-62
- Page Count: 32
- Language: English