Estimating the Conditional Density in Scalar-On-Function Regression Structure: k -N-N Local Linear Approach

Ibrahim M. Almanjahie, Zoulikha Kaid, Ali Laksaci and Mustapha Rachdi
Additional contact information
Ibrahim M. Almanjahie: Department of Mathematics, College of Science, King Khalid University, Abha 62529, Saudi Arabia
Zoulikha Kaid: Department of Mathematics, College of Science, King Khalid University, Abha 62529, Saudi Arabia
Ali Laksaci: Department of Mathematics, College of Science, King Khalid University, Abha 62529, Saudi Arabia
Mustapha Rachdi: Laboratoire AGEIS, Université Grenoble Alpes (France), EA 7407, AGIM Team, UFR SHS, BP. 47, CEDEX 09, F38040 Grenoble, France

Mathematics, 2022, vol. 10, issue 6, 1-16

Abstract: In this study, the problem of conditional density estimation of a scalar response variable, given a functional covariable, is considered. A new estimator is proposed by combining the k -nearest neighbors ( k -N-N) procedure with the local linear approach. Then, the uniform consistency in the number of neighbors (UNN) of the proposed estimator is established. Such result is useful in the study of some data-driven rules. As a direct application and consequence of the conditional density estimation, we derive the UNN consistency of the conditional mode function estimator. Finally, to highlight the efficiency and superiority of the obtained results, we applied our new estimator to real data and compare it to its existing competitive estimator.

Keywords: functional mixing data; complete convergence (a.co.); local linear method; distribution function; kernel weighting; conditional predictive region; k nearest neighbors smoothing ( k -N-N) (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.mdpi.com/2227-7390/10/6/902/pdf (application/pdf)
https://www.mdpi.com/2227-7390/10/6/902/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:10:y:2022:i:6:p:902-:d:769112

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().