Asymptotic normality of conditional density estimation in the single index model for functional time series data

Nengxiang Ling; Qian Xu

doi:10.1016/j.spl.2012.08.018

Asymptotic normality of conditional density estimation in the single index model for functional time series data

Statistics & Probability Letters ◽

10.1016/j.spl.2012.08.018 ◽

2012 ◽

Vol 82 (12) ◽

pp. 2235-2243 ◽

Cited By ~ 8

Author(s):

Nengxiang Ling ◽

Qian Xu

Keyword(s):

Time Series ◽

Asymptotic Normality ◽

Density Estimation ◽

Time Series Data ◽

Conditional Density ◽

Series Data ◽

Conditional Density Estimation ◽

Index Model ◽

Single Index Model ◽

Functional Time Series

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Asymptotic normality of the local linear estimation of the conditional density for functional time-series data

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2017.1359292 ◽

2017 ◽

Vol 47 (14) ◽

pp. 3418-3440 ◽

Cited By ~ 1

Author(s):

Xianzhu Xiong ◽

Peiqin Zhou ◽

Chen Ailian

Keyword(s):

Time Series ◽

Asymptotic Normality ◽

Time Series Data ◽

Conditional Density ◽

Series Data ◽

Linear Estimation ◽

Functional Time Series ◽

Local Linear ◽

Local Linear Estimation

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Missing responses at random in functional single index model for time series data

Statistical Papers ◽

10.1007/s00362-021-01251-2 ◽

2021 ◽

Author(s):

Nengxiang Ling ◽

Lilei Cheng ◽

Philippe Vieu ◽

Hui Ding

Keyword(s):

Time Series ◽

Time Series Data ◽

Series Data ◽

Single Index ◽

Index Model ◽

Missing Responses ◽

Single Index Model

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A novel partial-linear single-index model for time series data

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2018.12.012 ◽

2019 ◽

Vol 134 ◽

pp. 110-122 ◽

Cited By ~ 2

Author(s):

Lei Huang ◽

Hui Jiang ◽

Huixia Wang

Keyword(s):

Time Series ◽

Time Series Data ◽

Series Data ◽

Single Index ◽

Index Model ◽

Single Index Model ◽

Partial Linear

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Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data

AStA Advances in Statistical Analysis ◽

10.1007/s10182-014-0227-3 ◽

2014 ◽

Vol 98 (3) ◽

pp. 257-286 ◽

Cited By ~ 3

Author(s):

Said Attaoui

Keyword(s):

Time Series ◽

Asymptotic Normality ◽

Time Series Data ◽

Conditional Density ◽

Series Data ◽

Density Estimator ◽

Functional Index ◽

Uniform Consistency ◽

Strong Uniform Consistency

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Asymptotic normality of a robust estimator of the regression function for functional time series data

Journal of the Korean Statistical Society ◽

10.1016/j.jkss.2009.10.007 ◽

2010 ◽

Vol 39 (4) ◽

pp. 489-500 ◽

Cited By ~ 12

Author(s):

Mohammed Attouch ◽

Ali Laksaci ◽

Elias Ould Saïd

Keyword(s):

Time Series ◽

Asymptotic Normality ◽

Time Series Data ◽

Regression Function ◽

Series Data ◽

Robust Estimator ◽

Functional Time Series

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Asymptotic normality of conditional density estimation with left-truncated and dependent data

Statistical Papers ◽

10.1007/s00362-014-0635-1 ◽

2014 ◽

Vol 57 (1) ◽

pp. 1-20 ◽

Cited By ~ 17

Author(s):

Han-Ying Liang ◽

Jong-Il Baek

Keyword(s):

Asymptotic Normality ◽

Density Estimation ◽

Conditional Density ◽

Dependent Data ◽

Conditional Density Estimation

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Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data

Statistica Neerlandica ◽

10.1111/j.1467-9574.2010.00449.x ◽

2010 ◽

Vol 64 (2) ◽

pp. 171-201 ◽

Cited By ~ 21

Author(s):

M'hamed Ezzahrioui ◽

Elias Ould Saïd

Keyword(s):

Time Series ◽

Time Series Data ◽

Series Data ◽

Asymptotic Results ◽

Functional Time Series ◽

Conditional Mode ◽

Non Parametric

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Modified kernel regression estimation with functional time series data

Statistics & Probability Letters ◽

10.1016/j.spl.2016.03.009 ◽

2016 ◽

Vol 114 ◽

pp. 78-85 ◽

Cited By ~ 1

Author(s):

Nengxiang Ling ◽

Chao Wang ◽

Jin Ling

Keyword(s):

Time Series ◽

Time Series Data ◽

Kernel Regression ◽

Series Data ◽

Regression Estimation ◽

Functional Time Series ◽

Kernel Regression Estimation

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Asymptotic normality of conditional density estimation under truncated, censored and dependent data

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1619769 ◽

2019 ◽

Vol 49 (22) ◽

pp. 5371-5391

Author(s):

Han-Ying Liang ◽

Hong-Bing Zhou ◽

Qiu-Li Guo

Keyword(s):

Asymptotic Normality ◽

Density Estimation ◽

Conditional Density ◽

Dependent Data ◽

Conditional Density Estimation

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Asymptotic normality of conditional density and conditional mode in the functional single index model

Econometrics ◽

10.15611/eada.2021.1.01 ◽

2021 ◽

Vol 25 (1) ◽

pp. 1-24

Author(s):

Fatima Akkal ◽

Nadia Kadiri ◽

Abbes Rabhi

Keyword(s):

Asymptotic Normality ◽

Conditional Density ◽

Single Index ◽

Index Model ◽

Single Index Model ◽

Conditional Mode

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