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Expectile regression for spatial functional data analysis (sFDA)
Journal article   Peer reviewed

Expectile regression for spatial functional data analysis (sFDA)

Mustapha Rachdi, Ali Laksaci and Noriah M. Al-Kandari
Metrika, Vol.85(5), pp.627-655
01/07/2022

Abstract

Article Economic Theory/Quantitative Economics/Mathematical Methods general Mathematics and Statistics Probability Theory and Stochastic Processes Statistics
This paper deals with the nonparametric estimation of the expectile regression when the observations are spatially correlated and are of a functional nature. The main findings of this work is the establishment of the almost complete convergence for the proposed estimator under some general mixing conditions. The performance of the proposed estimator is examined by using simulated data. Finally, the studied model is used to evaluate the air quality indicators in northeast China.

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