Abstract #300889

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JSM 2003 Abstract #300889
Activity Number: 378
Type: Contributed
Date/Time: Wednesday, August 6, 2003 : 12:00 PM to 1:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #300889
Title: Kernel Regression Estimation in Banach Space
Author(s): Sophie Dabo-Niang*+ and Noureddine Rhomari
Companies: University Paris 6 and CREST and University of Oujda Maroc
Address: Labo De Statistique Du CREST, 3 Avenue, Malakoff Cedex, , France
Keywords: regression estimate ; Banach space ; metric space ; nonparametric ; infinite dimension ; functional space
Abstract:

We study a nonparametric regression estimate when the response variable is in a Banach space and the explanatory variable in a semimetric space. The present framework includes the classical finite dimensional case, but also spaces of infinite dimension, particularly functional spaces. This problem was widely studied, when the variables take values in a finite dimensional space, contrary to the infinite dimensional case. We establish some asymptotic results and give upper bounds of the p mean and (pointwise and integrated) almost sure estimation errors, under general conditions. As an exemple, we study the case when the explanatory variable is the Wiener process.


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