On the local linear estimate for functional regression: Uniform in bandwidth consistency
Mohammed Attouch,
Ali Laksaci and
Fatima Rafaa
Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 8, 1836-1853
Abstract:
We consider the problem of local linear estimation of the regression function when the regressor is functional. The main result of this paper is to prove the strong convergence (with rates), uniformly in bandwidth parameters (UIB), of the considered estimator. The main interest of this result is the possibility to derive the asymptotic properties of our estimate even if the bandwidth parameter is a random variable.
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:8:p:1836-1853
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DOI: 10.1080/03610926.2018.1440308
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