BazEkon - Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie

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Autor
Mehdi Hamri Mohamed (University Djillali Liabes of Sidi Bel Abbes, Sidi Bel Abbes, Algeria), Dounya Mekki Sanaà (University Center Salhi Ahmed of Naâma, Sidi Bel Abbes, Algeria), Rabhi Abbes (University Djillali Liabes of Sidi Bel Abbes, Sidi Bel Abbes, Algeria), Kadiri Nadia (University Djillali Liabes of Sidi Bel Abbes, Sidi Bel Abbes, Algeria)
Tytuł
Single Functional Index Quantile Regression for Independent Functional Data Under Right-Censoring
Regresja kwantylowa pojedynczego wskaźnika funkcjonalnego dla niezależnych danych funkcjonalnych z cenzurowaniem prawostronnym
Źródło
Econometrics. Advances in Applied Data Analysis, 2022, vol. 26, nr 1, s. 31-62, rys., bibliogr. 42 poz.
Ekonometria
Słowa kluczowe
Estymacja, Estymacja nieparametryczna, Prawdopodobieństwo, Ekonometria
Estimation, Nonparametric estimation, Probability, Econometrics
Uwagi
Klasyfikacja JEL: C13, C14, C15
streszcz., summ.
Abstrakt
Głównym celem artykułu jest prezentacja nieparametrycznej estymacji kwantyli rozkładu warunkowego na podstawie modelu jednoindeksowego w modelu cenzury, gdy próba jest traktowana jako niezależne zmienne losowe o identycznym rozkładzie. Przede wszystkim wprowadzono estymator jądrowy dla funkcji skumulowanego rozkładu warunkowego (cond-cdf). Następnie podano oszacowanie kwantyli przez odwrócenie oszacowanego cond-cdf. Właściwości asymptotyczne są określane, gdy obserwacje są połączone ze strukturą jednoindeksową. Na koniec przeprowadzono badanie symulacyjne, aby ocenić skuteczność tego oszacowania.(abstrakt oryginalny)

The main objective of this paper was to estimate non-parametrically the quantiles of a conditional distribution based on the single-index model in the censorship model when the sample is considered as independent and identically distributed (i.i.d.) random variables. First of all, a kernel type estimator for the conditional cumulative distribution function (cond-cdf) is introduced. Then the paper gives an estimation of the quantiles by inverting this estimated cond-cdf, the asymptotic properties are stated when the observations are linked with a single-index structure. Finally, a simulation study was carried out to evaluate the performance of this estimate.(original abstract)
Dostępne w
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu
Pełny tekst
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Bibliografia
Pokaż
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Cytowane przez
Pokaż
ISSN
1507-3866
Język
eng
URI / DOI
http://dx.doi.org/10.15611/eada.2022.1.03
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