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Functional local linear estimate for functional relative-error regression
Journal article   Peer reviewed

Functional local linear estimate for functional relative-error regression

Abdelkader Chahad, Larbi Ait-Hennani and Ali Laksaci
Journal of statistical theory and practice, Vol.11(4), pp.771-789
02/10/2017

Abstract

Functional data kernel estimate local linear estimate nonparametric regression relative error
We present in this article a new estimator of the regression operator of a scalar response variable given a functional explanatory variable. The latter is constructed by minimizing the mean squared relative error of the local linear regression operator. Our main result is the establishment of the almost complete consistency (pointwise and uniform) with rates of this estimator. A Monte Carlo study is carried out to evaluate the performance of this estimate.

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