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

Said Attaoui () and Nengxiang Ling ()
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Said Attaoui: University of Sciences and Technology, Mohamed Boudiaf
Nengxiang Ling: Hefei University of Technology

Metrika: International Journal for Theoretical and Applied Statistics, 2016, vol. 79, issue 5, No 1, 485-511

Abstract: Abstract 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.

Keywords: Asymptotic normality; Conditional cumulative distribution; Conditional quantiles; Dependent variables; Single functional index; Uniform almost complete convergence; Primary: 62E20; 62G20; Secondary: 62G05 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s00184-015-0564-6

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