Nonparametric multivariate $L_{1}$-median regression estimation with functional covariates
Copyright policy )Nonparametric multivariate $L_{1}$-median regression estimation with functional covariates
In this paper, a nonparametric estimator is proposed for estimating the L1-median for multivariate conditional distribution when the covariates take values in an infinite dimensional space. The multivariate case is more appropriate to predict the components of a vector of random variables simultaneously rather than predicting each of them separately. While estimating the conditional L1-median function using the well-known Nadarya-Waston estimator, we establish the strong consistency of this estimator as well as the asymptotic normality. We also present some simulations and provide how to built conditional con?fidence ellipsoids for the multivariate L1-median regression in practice. Some numerical study in chemiometrical real data are carried out to compare the multivariate L1-median regression with the vector of marginal median regression when the covariate X is a curve as well as X is a random vector.
34 pages, 4 figures
- University of Paris France
- Laboratoire de Probabilités, Statistique et Modélisation France
- University of Reading United Kingdom
- Laboratoire de Statistique Théorique et Appliquée France
FOS: Computer and information sciences, Ergodicity, mixing, rates of mixing, 37M10, Mathematics - Statistics Theory, Statistics Theory (math.ST), Multivariate distribution of statistics, Almost sure convergence, Methodology (stat.ME), multivariate conditional \(L_{1}\)-median, Asymptotic properties of nonparametric inference, kernel estimation, FOS: Mathematics, 62G05, almost sure convergence, multivariate conditional $L_{1}$-median, 62G20, functional data, Statistics - Methodology, 37A25, small balls probability, Time series analysis of dynamical systems, confidence ellipsoid, multivariate conditional distribution, 62H10, Nonparametric estimation
FOS: Computer and information sciences, Ergodicity, mixing, rates of mixing, 37M10, Mathematics - Statistics Theory, Statistics Theory (math.ST), Multivariate distribution of statistics, Almost sure convergence, Methodology (stat.ME), multivariate conditional \(L_{1}\)-median, Asymptotic properties of nonparametric inference, kernel estimation, FOS: Mathematics, 62G05, almost sure convergence, multivariate conditional $L_{1}$-median, 62G20, functional data, Statistics - Methodology, 37A25, small balls probability, Time series analysis of dynamical systems, confidence ellipsoid, multivariate conditional distribution, 62H10, Nonparametric estimation
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