Single Functional Index Quantile Regression for Functional Data with Missing Data at Random

Kadiri Nadia (), Mekki Sanaà Dounya () and Rabhi Abbes ()
Additional contact information
Kadiri Nadia: University Djillali Liabes of Sidi Bel Abbes, Algeria
Mekki Sanaà Dounya: Department of Mathematics and Computer Science, University Center Salhi Ahmed of Naâama, Algeria
Rabhi Abbes: University Djillali Liabes of Sidi Bel Abbes, Algeria

Econometrics. Advances in Applied Data Analysis, 2023, vol. 27, issue 3, 1-19

Abstract: The primary goal of this research was to estimate the quantile of a conditional distribution using a semi-parametric approach in the presence of randomly missing data, where the predictor variable belongs to a semi-metric space. The authors assumed a single index structure to link the explanatory and response variable. First, a kernel estimator was proposed for the conditional distribution function, assuming that the data were selected from a stationary process with missing data at random (MAR). By imposing certain general conditions, the study established the model’s uniform almost complete consistencies with convergence rates.

Keywords: functional data analysis; functional single index process; kernel estimator; missing at random; nonparametric estimation; small ball probability (search for similar items in EconPapers)
JEL-codes: C13 C14 C15 C24 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.15611/eada.2023.3.01 (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:vrs:eaiada:v:27:y:2023:i:3:p:1-19:n:1

DOI: 10.15611/eada.2023.3.01

Access Statistics for this article

Econometrics. Advances in Applied Data Analysis is currently edited by Józef Dziechciarz

More articles in Econometrics. Advances in Applied Data Analysis from Sciendo
Bibliographic data for series maintained by Peter Golla ().