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On the nonparametric estimation of the functional expectile regression
Journal article   Open access  Peer reviewed

On the nonparametric estimation of the functional expectile regression

Mustapha Mohammedi, Salim Bouzebda and Ali Laksaci
Comptes rendus. Mathématique, Vol.358(3), pp.267-272
01/01/2020
DOI: https://doi.org/10.5802/crmath.27

Abstract

Mathematics Physical Sciences Science & Technology
In this note, we investigate the kernel-type estimator of the nonparametric expectile regression model for functional data. More precisely, we establish the almost complete convergence rate of this estimator under some mild conditions. Finally, the usefulness of the expectile regression is discussed, in particular, the connection with the regression function.
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https://doi.org/10.5802/crmath.27View
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