On the local linear modelization of the conditional density for functional and ergodic data

Somia Ayad (), Ali Laksaci (), Saâdia Rahmani () and Rachida Rouane ()
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Somia Ayad: Université Docteur Moulay Taher
Ali Laksaci: King Khalid University
Saâdia Rahmani: Université Docteur Moulay Taher
Rachida Rouane: Université Docteur Moulay Taher

METRON, 2020, vol. 78, issue 2, No 9, 237-254

Abstract: Abstract In this paper, we estimate the conditional density function using the local linear approach. We treat the case when the regressor is valued in a semi-metric space, the response is a scalar and the data are observed as ergodic functional times series. Under this dependence structure, we state the almost complete consistency (a.co.) with rates of the constructed estimator. Moreover, the usefulness of our results is illustrated through their application to the conditional mode estimation.

Keywords: Ergodic data; Functional data; Local linear estimator; Conditional density; Nonparametric estimation; Conditional mode; Ozone concentration; 62G05; 62G08; 62G20; 62G35; Secondary: 62H12 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s40300-020-00174-6

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