Local linear estimation of a generalized regression function with functional dependent data

Sara Leulmi and Fatiha Messaci

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 23, 5795-5811

Abstract: This work deals with a local linear non parametric estimation of the generalized regression function in the case of a scalar response variable given a random variable taking values in a semimetric space. The rates of pointwise and uniform almost complete convergence are established for the studied estimator when the sample is an α-mixing sequence. Two real datasets are used to illustrate the performance of a studied estimator with respect to the kernel method.

Date: 2018
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DOI: 10.1080/03610926.2017.1402048

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