Właściwości asymptotyczne estymatorów półparametrycznych dla kwantyla warunkowego pojedynczego wskaźnika funkcjonalnego z losowymi brakami danych
Single Functional Index Quantile Regression for Functional Data with Missing Data at Random
Author(s): Nadia Kadiri, Sanaà Dounya Mekki, Abbes RabhiSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: functional data analysis; functional single index process; kernel estimator; missing at random; nonparametric estimation; small ball probability
Summary/Abstract: The primary goal of this research was to estimate the quantile of a conditional distribution using a semi-parametric approach in the presence of randomly missing data, where the predictor variable belongs to a semi-metric space. The authors assumed a single index structure to link the explanatory and response variable. First, a kernel estimator was proposed for the conditional distribution function, assuming that the data were selected from a stationary process with missing data at random (MAR). By imposing certain general conditions, the study established the model’s uniform almost complete consistencies with convergence rates.
Journal: Ekonometria
- Issue Year: 27/2023
- Issue No: 3
- Page Range: 1-19
- Page Count: 19
- Language: English