Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications

作者：Attaoui, Said^*; Ling, Nengxiang

来源：Metrika, 2016, 79(5): 485-511.

DOI：10.1007/s00184-015-0564-6

• Asymptotic normality
• Conditional cumulative distribution
• Conditional quantiles
• Dependent variables
• Single functional index
• Uniform almost complete convergence

In this paper, we treat nonparametric estimation of the conditional cumulative distribution with a scalar response variable conditioned by a functional Hilbertian regressor. We establish asymptotic normality and uniform almost complete convergence rates of the conditional cumulative distribution estimator for dependent variables, linked semiparametrically by the single index structure. Furthermore, we provide some applications and simulations to illustrate our methodology.

• 出版日期2016-7
• 单位合肥工业大学