Non-Parametric Conditional U-Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design
Stute presented the so-called conditional U-statistics generalizing the Nadaraya–Watson estimates of the regression function. Stute demonstrated their pointwise consistency and the asymptotic normality. In this paper, we extend the results to a more abstract setting. We develop an asymptotic theory...
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| Veröffentlicht in: | Mathematics Jg. 11; H. 1; S. 16 |
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| Abstract | Stute presented the so-called conditional U-statistics generalizing the Nadaraya–Watson estimates of the regression function. Stute demonstrated their pointwise consistency and the asymptotic normality. In this paper, we extend the results to a more abstract setting. We develop an asymptotic theory of conditional U-statistics for locally stationary random fields {Xs,An:sinRn} observed at irregularly spaced locations in Rn=[0,An]d as a subset of Rd. We employ a stochastic sampling scheme that may create irregularly spaced sampling sites in a flexible manner and includes both pure and mixed increasing domain frameworks. We specifically examine the rate of the strong uniform convergence and the weak convergence of conditional U-processes when the explicative variable is functional. We examine the weak convergence where the class of functions is either bounded or unbounded and satisfies specific moment conditions. These results are achieved under somewhat general structural conditions pertaining to the classes of functions and the underlying models. The theoretical results developed in this paper are (or will be) essential building blocks for several future breakthroughs in functional data analysis. |
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| AbstractList | Stute presented the so-called conditional U-statistics generalizing the Nadaraya–Watson estimates of the regression function. Stute demonstrated their pointwise consistency and the asymptotic normality. In this paper, we extend the results to a more abstract setting. We develop an asymptotic theory of conditional U-statistics for locally stationary random fields {Xs,An:sinRn} observed at irregularly spaced locations in Rn=[0,An]d as a subset of Rd. We employ a stochastic sampling scheme that may create irregularly spaced sampling sites in a flexible manner and includes both pure and mixed increasing domain frameworks. We specifically examine the rate of the strong uniform convergence and the weak convergence of conditional U-processes when the explicative variable is functional. We examine the weak convergence where the class of functions is either bounded or unbounded and satisfies specific moment conditions. These results are achieved under somewhat general structural conditions pertaining to the classes of functions and the underlying models. The theoretical results developed in this paper are (or will be) essential building blocks for several future breakthroughs in functional data analysis. Stute presented the so-called conditional U-statistics generalizing the Nadaraya–Watson estimates of the regression function. Stute demonstrated their pointwise consistency and the asymptotic normality. In this paper, we extend the results to a more abstract setting. We develop an asymptotic theory of conditional U-statistics for locally stationary random fields { X s,An:s in Rn} observed at irregularly spaced locations in Rn=[0,An]d as a subset of R d . We employ a stochastic sampling scheme that may create irregularly spaced sampling sites in a flexible manner and includes both pure and mixed increasing domain frameworks. We specifically examine the rate of the strong uniform convergence and the weak convergence of conditional U-processes when the explicative variable is functional. We examine the weak convergence where the class of functions is either bounded or unbounded and satisfies specific moment conditions. These results are achieved under somewhat general structural conditions pertaining to the classes of functions and the underlying models. The theoretical results developed in this paper are (or will be) essential building blocks for several future breakthroughs in functional data analysis. |
| Author | Salim Bouzebda Inass Soukarieh |
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| CitedBy_id | crossref_primary_10_3390_sym15122108 crossref_primary_10_1007_s13171_025_00403_y crossref_primary_10_3390_math11153425 crossref_primary_10_3390_math12030448 crossref_primary_10_3390_math11010161 crossref_primary_10_1007_s00184_023_00942_0 crossref_primary_10_3390_e25071108 crossref_primary_10_1080_03610926_2023_2179887 crossref_primary_10_3390_math12131996 crossref_primary_10_1007_s11203_023_09305_y |
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