Recursive estimation of nonparametric regression with functional covariate

Aboubacar Amiri; Christophe Crambes; Baba Thiam

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arXiv · 1211.2780

Recursive estimation of nonparametric regression with functional covariate

Aboubacar Amiri·Christophe Crambes·Baba Thiam

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Abstract

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of recursive kernel estimates of the regression function are derived. These results are established with rates and precise evaluation of the constant terms. Also, a central limit theorem for this class of estimators is established. The method is evaluated on simulations and real data set studies.

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Aboubacar Amiri, Christophe Crambes, Baba Thiam. 2013-08-06. Recursive estimation of nonparametric regression with functional covariate. https://arxiv.org/abs/1211.2780

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