Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data
by
Youssouf Souddi
Fethi Madani
Salim Bouzebda
Vol. 16 No. 4 (2021) P.367~P.399
DOI: | https://doi.org/10.21915/BIMAS.2021405 |
| 10.21915/BIMAS.2021405 |
ABSTRACT
The purpose of this paper is to establish the invariance principle for the conditional
set-indexed empirical process formed by functional ergodic random variables. The limit
theorems, discussed in this paper, are key tools for many further developments in functional
data analysis involving empirical process techniques. These results are proved under some
standard structural conditions on the Vapnik-Chervonenkis classes of functions and some
mild conditions on the model.
KEYWORDS
Conditional distribution, Nadaraya-Watson regression estimator, Empirical process, Ergodic, Functional data, Semi-metric space, Covering number, Small ball probability
MATHEMATICAL SUBJECT CLASSIFICATION 2010
Primary: 62G20, 62G10, 62M15
MILESTONES
Received: 2021-12-02
Revised :
Accepted: 2021-12-21
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