The $k$ nearest neighbors local linear estimator of functional conditional density when there are missing data
Yıl 2022,
Cilt: 51 Sayı: 3, 914 - 931, 01.06.2022
İbrahim Almanjahie
,
Wafaa Mesfer
Laksaci Ali
Öz
Our key aim is to propose effective estimators for the conditional probability density of a scalar response variable given a functional co-variable, where the response variable is considered to have missing data at random. Such estimators are constructed by combining the approaches of the local linear method and the kernel nearest neighborhood. The main feature of this estimation is the possibility to model the missing phenomena. Under less restrictive conditions, we show the strong consistency of the proposed estimators. To assess the efficacy of the developed estimators, empirical analysis as well as real data analyses are performed.
Destekleyen Kurum
King Khalid University
Proje Numarası
R.G.P.2/68/41.
Teşekkür
The authors are very grateful to the Deanship of Scientific Research at King Khalid University, Kingdom of Saudi Arabia for supporting and funding this work through the research groups program under the project number R.G.P.2/68/41.
Kaynakça
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estimation of the L-1-conditional quantiles for functional regressors, Comm. Statist.
Theory Methods 49 (23), 5666-5685, 2020.
- [2] I.M. Almanjahie, Z. Chikr Elmezouar, A. Laksaci and M. Rachdi, kNN local linear
estimation of the conditional cumulative distribution function: Dependent functional
data case, C. R. Math. 356 (10), 1036-1039, 2018.
- [3] G. Aneiros Pérez, R. Cao and P. Vieu, Editorial on the special issue on functional
data analysis and related topics, Comput. Statist. 34 (2), 447-450, 2019.
- [4] M. Attouch and F. Belabed, (2014), The k nearest neighbors estimation of the conditional hazard function for functional data, REVSTAT 12 (3), 273-297, 2014.
- [5] M. Attouch and W. Bouabça, The k-nearest neighbors estimation of the conditional
mode for functional data, Roumaine Math. Pures Appl. 58 (4), 393-415, 2013.
- [6] A. Baìllo and A. Grané, Local linear regression for functional predictor and scalar
response, J. Multivariate Anal. 100 (1), 102-111, 2009.
- [7] J. Barrientos-Marin, F. Ferraty and P. Vieu, Locally modelled regression and functional data, J. Nonparametr. Stat. 22 (5), 617-632, 2010.
- [8] A. Benchiha and Z. Kaid, Local linear estimate for functional regression with missing
data at random, Int. J. Math. Stat. 19, 22-33, 2018.
- [9] E. Boj, P. Delicado and J. Fortiana, Distance-based local linear regression for functional predictors, Comput. Statist. Data Anal. 54 (2), 429-437, 2010.
- [10] F. Burbea, F. Ferraty and P. Vieu, k-nearest neighbor method in functional non-
parametric regression, J. Nonparametr. Stat. 21 (4), 453-469, 2009.
- [11] Z. Chikr Elmezouar, I.M. Almanjahie, A. Laksaci and M. Rachdi, FDA: strong consistency of the kNN local linear estimation of the functional conditional density and
mode, J. Nonparametr. Stat. 31 (1), 175-195, 2019.
- [12] G. Collomb, W. Härdle and S. Hassani, A note on prediction via estimation of the
conditional mode function, J. Statist. Plann. Inference 15, 227-236, 1987.
- [13] S. Dabo-Niang, Z. Kaid and A. Laksaci, Asymptotic properties of the kernel estimate
of spatial conditional mode when the regressor is functional, AStA Adv. Stat. Anal.
99 (2), 131-160, 2015.
- [14] J. Demongeot, A. Laksaci, F. Madani and M. Rachdi, Functional data: local linear
estimation of the conditional density and its application, Statistics 47 (1), 26-44, 2013.
- [15] S. Efromovich, Missing and modified data in nonparametric estimation with R examples, in Monographs on Statistics and Applied Probability, 156, CRC Press, 2018.
- [16] M. Ezzahrioui and E. Ould Saïd, Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data, Stat. Neerl. 64 (2), 171-201,
2010.
- [17] F. Ferraty, A. Laksaci and P. Vieu, Estimating some characteristics of the conditional
distribution in nonparametric functional models, Stat. Inference Stoch. Process. 9 (1),
47-76, 2006
- [18] F. Ferraty, M. Sued and P. Vieu, Mean estimation with data missing at random for
functional covariables, Statistics 47 (4), 688-706, 2013.
- [19] F. Ferraty and P. Vieu, Nonparametric Functional Data Analysis: Theory and Practice, Springer-Verlag, 2006.
- [20] L. Kara-Zaitri, A. Laksaci, M. Rachdi and P. Vieu, Data-driven kNN estimation for
various problems involving functional data, J. Multivariate Anal. 153, 176-188, 2017.
- [21] N. Kudraszow, and P. Vieu, Uniform consistency of kNN regressors for functional
variables, Statist. Probab. Lett. 83 (8), 1863-1870, 2013.
- [22] A. Laksaci, Quadratic error of the kernel estimator of conditional density when the
regressor is functional, C. R. Math. Acad. Sci. Paris 345 (3), 171-175, 2007.
- [23] A. Laksaci and A. Yousfate, Functional estimate of Markov transition operator density: discrete time case, C. R. Math. Acad. Sci. Paris 334 (11), 1035-1038, 2002.
- [24] H. Lian, Convergence of functional k-nearest neighbor regression estimate with functional responses, Electron. J. Stat. 5, 31-40, 2011.
- [25] N. Ling, Y. Liu and P. Vieu, Nonparametric regression estimation for functional
stationary ergodic data with missing at random, J. Statist. Plann. Inference 162,
75-87, 2015.
- [26] N. Ling, Y. Liu and P. Vieu, Conditional mode estimation for functional stationary
ergodic data with responses missing at random, Statistics 50 (5), 991-1013, 2016.
- [27] N. Ling, and P. Vieu, Nonparametric modelling for functional data: selected survey
and tracks for future, Statistics 52 (4), 934-949, 2018.
- [28] D. Louani, and E. Ould-Saïd, Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis, J. Nonparametr. Stat. 11 (4), 413-442,
1999.
- [29] E. Miquel Becker, J. Christensen, C.S. Frederiksen and V.K Haugaard, Front-face
fluorescence spectroscopy and chemometrics in analysis of yogurt: rapid analysis of
riboflavin, J. Dairy Sci. 86 (8), 2508-2515, 2003.
- [30] A. Quintela-Del-Río and P. Vieu, A nonparametric conditional mode estimate, J.
Nonparametr. Stat. 8 (3), 253-266, 1997.
- [31] M. Rachdi, A. Laksaci, I.M Almanjahie, and Z. Chikr Elmezouar, FDA: theoretical
and practical efficiency of the local linear estimation based on the kNN smoothing of
the conditional distribution when there are missing data, J. Stat. Comput. Simul. 90
(8), 1479-1495, 2020.
- [32] M. Rachdi, A. Laksaci, J. Demongeot, A. Abdali and F. Madani, Theoretical and
practical aspects of the quadratic error in the local linear estimation of the conditional
density for functional data, Comput. Statist. Data Anal. 73, 53-68, 2014.
Yıl 2022,
Cilt: 51 Sayı: 3, 914 - 931, 01.06.2022
İbrahim Almanjahie
,
Wafaa Mesfer
Laksaci Ali
Proje Numarası
R.G.P.2/68/41.
Kaynakça
- [1] I.M. Almanjahie, Z. Chikr Elmezouar, B.A. Bachir, and Z. Kaid, Spatial local linear
estimation of the L-1-conditional quantiles for functional regressors, Comm. Statist.
Theory Methods 49 (23), 5666-5685, 2020.
- [2] I.M. Almanjahie, Z. Chikr Elmezouar, A. Laksaci and M. Rachdi, kNN local linear
estimation of the conditional cumulative distribution function: Dependent functional
data case, C. R. Math. 356 (10), 1036-1039, 2018.
- [3] G. Aneiros Pérez, R. Cao and P. Vieu, Editorial on the special issue on functional
data analysis and related topics, Comput. Statist. 34 (2), 447-450, 2019.
- [4] M. Attouch and F. Belabed, (2014), The k nearest neighbors estimation of the conditional hazard function for functional data, REVSTAT 12 (3), 273-297, 2014.
- [5] M. Attouch and W. Bouabça, The k-nearest neighbors estimation of the conditional
mode for functional data, Roumaine Math. Pures Appl. 58 (4), 393-415, 2013.
- [6] A. Baìllo and A. Grané, Local linear regression for functional predictor and scalar
response, J. Multivariate Anal. 100 (1), 102-111, 2009.
- [7] J. Barrientos-Marin, F. Ferraty and P. Vieu, Locally modelled regression and functional data, J. Nonparametr. Stat. 22 (5), 617-632, 2010.
- [8] A. Benchiha and Z. Kaid, Local linear estimate for functional regression with missing
data at random, Int. J. Math. Stat. 19, 22-33, 2018.
- [9] E. Boj, P. Delicado and J. Fortiana, Distance-based local linear regression for functional predictors, Comput. Statist. Data Anal. 54 (2), 429-437, 2010.
- [10] F. Burbea, F. Ferraty and P. Vieu, k-nearest neighbor method in functional non-
parametric regression, J. Nonparametr. Stat. 21 (4), 453-469, 2009.
- [11] Z. Chikr Elmezouar, I.M. Almanjahie, A. Laksaci and M. Rachdi, FDA: strong consistency of the kNN local linear estimation of the functional conditional density and
mode, J. Nonparametr. Stat. 31 (1), 175-195, 2019.
- [12] G. Collomb, W. Härdle and S. Hassani, A note on prediction via estimation of the
conditional mode function, J. Statist. Plann. Inference 15, 227-236, 1987.
- [13] S. Dabo-Niang, Z. Kaid and A. Laksaci, Asymptotic properties of the kernel estimate
of spatial conditional mode when the regressor is functional, AStA Adv. Stat. Anal.
99 (2), 131-160, 2015.
- [14] J. Demongeot, A. Laksaci, F. Madani and M. Rachdi, Functional data: local linear
estimation of the conditional density and its application, Statistics 47 (1), 26-44, 2013.
- [15] S. Efromovich, Missing and modified data in nonparametric estimation with R examples, in Monographs on Statistics and Applied Probability, 156, CRC Press, 2018.
- [16] M. Ezzahrioui and E. Ould Saïd, Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data, Stat. Neerl. 64 (2), 171-201,
2010.
- [17] F. Ferraty, A. Laksaci and P. Vieu, Estimating some characteristics of the conditional
distribution in nonparametric functional models, Stat. Inference Stoch. Process. 9 (1),
47-76, 2006
- [18] F. Ferraty, M. Sued and P. Vieu, Mean estimation with data missing at random for
functional covariables, Statistics 47 (4), 688-706, 2013.
- [19] F. Ferraty and P. Vieu, Nonparametric Functional Data Analysis: Theory and Practice, Springer-Verlag, 2006.
- [20] L. Kara-Zaitri, A. Laksaci, M. Rachdi and P. Vieu, Data-driven kNN estimation for
various problems involving functional data, J. Multivariate Anal. 153, 176-188, 2017.
- [21] N. Kudraszow, and P. Vieu, Uniform consistency of kNN regressors for functional
variables, Statist. Probab. Lett. 83 (8), 1863-1870, 2013.
- [22] A. Laksaci, Quadratic error of the kernel estimator of conditional density when the
regressor is functional, C. R. Math. Acad. Sci. Paris 345 (3), 171-175, 2007.
- [23] A. Laksaci and A. Yousfate, Functional estimate of Markov transition operator density: discrete time case, C. R. Math. Acad. Sci. Paris 334 (11), 1035-1038, 2002.
- [24] H. Lian, Convergence of functional k-nearest neighbor regression estimate with functional responses, Electron. J. Stat. 5, 31-40, 2011.
- [25] N. Ling, Y. Liu and P. Vieu, Nonparametric regression estimation for functional
stationary ergodic data with missing at random, J. Statist. Plann. Inference 162,
75-87, 2015.
- [26] N. Ling, Y. Liu and P. Vieu, Conditional mode estimation for functional stationary
ergodic data with responses missing at random, Statistics 50 (5), 991-1013, 2016.
- [27] N. Ling, and P. Vieu, Nonparametric modelling for functional data: selected survey
and tracks for future, Statistics 52 (4), 934-949, 2018.
- [28] D. Louani, and E. Ould-Saïd, Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis, J. Nonparametr. Stat. 11 (4), 413-442,
1999.
- [29] E. Miquel Becker, J. Christensen, C.S. Frederiksen and V.K Haugaard, Front-face
fluorescence spectroscopy and chemometrics in analysis of yogurt: rapid analysis of
riboflavin, J. Dairy Sci. 86 (8), 2508-2515, 2003.
- [30] A. Quintela-Del-Río and P. Vieu, A nonparametric conditional mode estimate, J.
Nonparametr. Stat. 8 (3), 253-266, 1997.
- [31] M. Rachdi, A. Laksaci, I.M Almanjahie, and Z. Chikr Elmezouar, FDA: theoretical
and practical efficiency of the local linear estimation based on the kNN smoothing of
the conditional distribution when there are missing data, J. Stat. Comput. Simul. 90
(8), 1479-1495, 2020.
- [32] M. Rachdi, A. Laksaci, J. Demongeot, A. Abdali and F. Madani, Theoretical and
practical aspects of the quadratic error in the local linear estimation of the conditional
density for functional data, Comput. Statist. Data Anal. 73, 53-68, 2014.