Asymptotic normality of the local linear estimator of the functional expectile regression.
Ouahiba LitimeinAli LaksaciLarbi Ait-HennaniMechab BoubakerMustapha RachdiPublished in: J. Multivar. Anal. (2024)
Keyphrases
- regression function
- rates of convergence
- gaussian process regression
- least squares
- regression problems
- linear regression
- regression model
- model selection
- objective function
- discriminant analysis
- marginal likelihood
- gaussian processes
- confidence intervals
- support vector regression
- polynomial regression
- maximum likelihood
- low dimensional
- expected values
- regression method
- simple linear
- laplace transform
- neural network
- central limit theorem
- asymptotically optimal
- monte carlo
- expectation maximization
- worst case
- image sequences