Geodesic
On the central limit theorem for a conditional mode estimator in the single functional index modeling for functional time series data under random censorship
Filomat, Tome 37 (2023) no. 27, p. 9401

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The main objective of this paper is to investigate the estimation of conditional density function based on the single-index model in the censorship model when the sample is considered as an dependent random variables. First of all, a kernel type estimator for the conditional density function (cond-df) is introduced. Afterwards, the asymptotic properties are stated when the observations are linked with a single-index structure. The pointwise almost complete convergence and the uniform almost complete convergence (with rate) of the kernel estimate of this model are established. As an application the conditional mode in functional single-index model is presented. Under general conditions, the asymptotic normality of the conditional density estimator is established. Simulation study is also presented to illustrate the validity and finite sample performance of the considered estimator. Finally, the estimation of the functional index via the pseudo-maximum likelihood method is discussed, but not tackled.
DOI : 10.2298/FIL2327401D
Classification : 62G05, 62G99, 62M10
Keywords: Conditional density, Functional single-index process, Functional random variable, Nonparametric estimation, Small ball probability, strong mixing processes 
Abdessamad Dib; Mohamed Mehdi Hamri; Abbes Rabhi. On the central limit theorem for a conditional mode estimator in the single functional index modeling for functional time series data under random censorship. Filomat, Tome 37 (2023) no. 27, p. 9401 . doi: 10.2298/FIL2327401D
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     title = {On the central limit theorem for a conditional mode estimator in the single functional index modeling for functional time series data under random censorship},
     journal = {Filomat},
     pages = {9401 },
     year = {2023},
     volume = {37},
     number = {27},
     doi = {10.2298/FIL2327401D},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2327401D/}
}
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