We study a nonparametric functional regression model and we provide an asymptotic law with explicit constants under α-mixing assumptions. Then we establish both pointwise confidence bands for the regression operator and asymptotic errors for its kernel estimator.
On étudiera dans cet article la normalité asymptotique de l'estimateur à noyau pour des données α-mélangeantes fonctionnelles. L'explicitation des constantes apparaissant dans la loi asymptotique permet d'établir des intervalles de confiance ponctuels pour l'opérateur de régression ainsi que l'expression des erreurs .
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Delsol, Laurent  1
@article{CRMATH_2007__345_7_411_0,
author = {Delsol, Laurent},
title = {CLT and $ {\mathbb{L}}^{q}$ errors in nonparametric functional regression},
journal = {Comptes Rendus. Math\'ematique},
pages = {411--414},
year = {2007},
publisher = {Elsevier},
volume = {345},
number = {7},
doi = {10.1016/j.crma.2007.07.021},
language = {en},
url = {https://www.numdam.org/articles/10.1016/j.crma.2007.07.021/}
}
TY - JOUR
AU - Delsol, Laurent
TI - CLT and $ {\mathbb{L}}^{q}$ errors in nonparametric functional regression
JO - Comptes Rendus. Mathématique
PY - 2007
SP - 411
EP - 414
VL - 345
IS - 7
PB - Elsevier
UR - https://www.numdam.org/articles/10.1016/j.crma.2007.07.021/
DO - 10.1016/j.crma.2007.07.021
LA - en
ID - CRMATH_2007__345_7_411_0
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%T CLT and $ {\mathbb{L}}^{q}$ errors in nonparametric functional regression
%J Comptes Rendus. Mathématique
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%P 411-414
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%I Elsevier
%U https://www.numdam.org/articles/10.1016/j.crma.2007.07.021/
%R 10.1016/j.crma.2007.07.021
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%F CRMATH_2007__345_7_411_0
Delsol, Laurent. CLT and $ {\mathbb{L}}^{q}$ errors in nonparametric functional regression. Comptes Rendus. Mathématique, Volume 345 (2007) no. 7, pp. 411-414. doi: 10.1016/j.crma.2007.07.021
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