On the Kernel Conditional Density Estimator with Functional Explanatory Variable

This article focuses on the relationship between a scalar-explained random variable Y and a functional explanatory random variable X. Indeed, Through this work, we aim to estimate the conditional probability density f (y/x) when the explanatory variable X is functional using the kernel method. More precisely, we will present a numerical application based on simulated samples, with the aim of, on the one hand, highlighting the implementation of the estimator in question and the impact of using a symmetric kernel on its quality. On the other hand, analyzing the performance of this estimator as a function of the sample size, the hypothesis imposed on the smoothing parameters (The smoothing parameters in the X direction and the Y direction are independent and the smoothing parameter in the X direction is the same as that in the Y direction) and the norm used in its construction. AMS subject classification. Primary 62G05; 62G07; Secondary 62R10. Communicated Editor: A. Necir. Manuscript received Jan 22, 2025; revised April 15, 2025; accepted May 25, 2025; published Jun 02, 2025.References [1] Bashtannyk, D. M., & Hyndman, R. J. (2001). Bandwidth selection for kernel conditional density estimation. Computational Statistics & Data Analysis, 36(3), 279-298. Search in Google Scholar. https://doi.org/10.1016/S0167-9473(00)00046-3 [2] Benhenni, K., Ferraty, F., Rachdi, M., & Vieu, P. (2007). Local smoothing regression with functional data. Computational Statistics, 22(3), 353-369. ‏Search in Google Scholar. https://doi.org/10.1007/s00180-007-0045-0. [3] Bosq, D. (2000). Linear processes in function spaces: theory and applications (Vol. 149). Springer Science & Business Media.‏ Search in Google Scholar. View a book [4] Chen, S. X. (1999). Beta kernel estimators for density functions. Computational Statistics & Data Analysis, 31(2), 131-145.‏ Search in Google Scholar. https://doi.org/10.1016/S0167-9473(99)00010-9 [5] Chen, S. X. (2000). Probability density function estimation using gamma kernels. Annals of the institute of statistical mathematics, 52, 471-480.‏ Seaarch in Google Scholar. https://doi.org/10.1023/A:1004165218295 [6] Dabo-Niang, S., & Laksaci, A. (2007). Propriétés asymptotiques d'un estimateur à noyau du mode conditionnel pour variable explicative fonctionnelle. In Annales de l'ISUP (Vol. 51, No. 3, pp. 27-42).‏ Search in Google Scholar. View article [7] Delsol, L. (2008). Régression sur variable fonctionnelle: Estimation, tests de structure et Applications (Doctoral dissertation, Université Paul Sabatier-Toulouse III).‏ Search in Google Scholar. View [8] Ezzahrioui, M., & Ould Saïd, E. (2005). Asymptotic normality of nonparametric estimators of the conditional mode for functional data (No. 249). Technical report.‏ [9] Ezzahrioui, M. (2010). On the asymptotic properties of a nonparametric estimator of the conditional mode for functional dependent data. Statistica Neerlandika, 64, 171-201.‏Search in Google Scholar. View [10] Ezzahrioui, M. H., & Ould-Saïd, E. (2008). Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data. Journal of Nonparametric Statistics, 20(1), 3-18. Search in Google Scholar. https://doi.org/10.1080/10485250701541454 [11] Ferraty, F., Laksaci, A., & Vieu, P. (2006). Estimating some characteristics of the conditional distribution in nonparametric functional models. Statistical Inference for Stochastic Processes, 9, 47-76.‏ Search in Google Scholar. https://doi.org/10.1007/s11203-004-3561-3 [12] Ferraty, F., Laksaci, A., Tadj, A., & Vieu, P. (2010). Rate of uniform consistency for nonparametric estimates with functional variables. Journal of Statistical planning and inference, 140(2), 335-352.‏ Search in Google Scholar. https://doi.org/10.1016/j.jspi.2009.07.019 [13] Ferraty, F., Rabhi, A., & Vieu, P. (2008). Non-parametric estimation of the hazard function with functional explanatory variable. REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES, 53(1), 1-18.‏ Search in Google Scholar. [14] Ferraty, F. (2006). Nonparametric functional data analysis. Springer.‏ Search in Google Scholar. https://doi.org/10.1007/0-387-36620-2 [15] Härdle, W., & Marron, J. S. (1985). Optimal bandwidth selection in nonparametric regression function estimation. The Annals of Statistics, 1465-1481.‏ Search in Google Scholar. https://www.jstor.org/stable/2241365 [16] Laksaci, A. (2007). Convergence en moyenne quadratique de l'estimateur à noyau de la densité conditionnelle avec variable explicative fonctionnelle. In Annales de l'ISUP, Vol. 51, No. 1-2, pp. 69-80.‏ Search in Google Scholar. https://hal.science/hal-03635451v1 [17] Laksaci, A., Madani, F., & Rachdi, M. (2013). Kernel conditional density estimation when the regressor is valued in a semi-metric space. Communications in Statistics-Theory and Methods, 42(19), 3544-3570.‏Search in Google Scholar. https://doi.org/10.1080/03610926.2011.633733. [18] Laksaci, A., & Mechab, Boubakeur. (2010). Estimation non paramétrique de la fonction de hasard avec variable explicative fonctionnelle: cas des données spatiales. Rev. Roumaine Math. Pures Appl, 55(1), 35-51.‏ Search in Google Scholar. RechearchGate. [19] Rachdi, M., & Vieu, P. (2007). Nonparametric regression for functional data: automatic smoothing parameter selection. Journal of statistical planning and inference, 137(9), 2784-2801.‏ Search in Google Scholar. https://doi.org/10.1016/j.jspi.2006.10.001 [20] Ramsay, J. O., & Silverman, B. W. (2005). Principal components analysis for functional data. Functional data analysis, 147-172.‏ Search in Google Scholar. https://doi.org/10.1007/0-387-22751-2_8 [21] Rosenblatt, M. (1969). Conditional probability density and regression estimators. Multivariate analysis II, 25, 31.‏ Search in Google Scholar. [22] Rudemo, M. (1982). Empirical choice of histograms and kernel density estimators. Scandinavian Journal of Statistics, 65-78.‏ Search in Google Scholar. https://www.jstor.org/stable/4615859 [23] Silverman, B. W. (2018). Density estimation for statistics and data analysis. Routledge.‏ Search in Google Scholar. https://doi.org/10.1201/9781315140919

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International Journal of Applied Mathematics and Simulation
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2025-06-02
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https://doi.org/10.69717/ijams.v2.i1.117
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Statistical Methods and Inference
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article

On the Kernel Conditional Density Estimator with Functional Explanatory Variable

Mouloud Cherfaoui, Ladaouri Nour El-hayet
International Journal of Applied Mathematics and Simulation
Statistical Methods and Inference
article

On the Kernel Conditional Density Estimator with Functional Explanatory Variable

Mouloud Cherfaoui, Ladaouri Nour El-hayet
article en

Abstract

This article focuses on the relationship between a scalar-explained random variable Y and a functional explanatory random variable X. Indeed, Through this work, we aim to estimate the conditional probability density f (y/x) when the explanatory variable X is functional using the kernel method. More precisely, we will present a numerical application based on simulated samples, with the aim of, on the one hand, highlighting the implementation of the estimator in question and the impact of using a symmetric kernel on its quality. On the other hand, analyzing the performance of this estimator as a function of the sample size, the hypothesis imposed on the smoothing parameters (The smoothing parameters in the X direction and the Y direction are independent and the smoothing parameter in the X direction is the same as that in the Y direction) and the norm used in its construction. AMS subject classification. Primary 62G05; 62G07; Secondary 62R10. Communicated Editor: A. Necir. Manuscript received Jan 22, 2025; revised April 15, 2025; accepted May 25, 2025; published Jun 02, 2025.References [1] Bashtannyk, D. M., & Hyndman, R. J. (2001). Bandwidth selection for kernel conditional density estimation. Computational Statistics & Data Analysis, 36(3), 279-298. Search in Google Scholar. https://doi.org/10.1016/S0167-9473(00)00046-3 [2] Benhenni, K., Ferraty, F., Rachdi, M., & Vieu, P. (2007). Local smoothing regression with functional data. Computational Statistics, 22(3), 353-369. ‏Search in Google Scholar. https://doi.org/10.1007/s00180-007-0045-0. [3] Bosq, D. (2000). Linear processes in function spaces: theory and applications (Vol. 149). Springer Science & Business Media.‏ Search in Google Scholar. View a book [4] Chen, S. X. (1999). Beta kernel estimators for density functions. Computational Statistics & Data Analysis, 31(2), 131-145.‏ Search in Google Scholar. https://doi.org/10.1016/S0167-9473(99)00010-9 [5] Chen, S. X. (2000). Probability density function estimation using gamma kernels. Annals of the institute of statistical mathematics, 52, 471-480.‏ Seaarch in Google Scholar. https://doi.org/10.1023/A:1004165218295 [6] Dabo-Niang, S., & Laksaci, A. (2007). Propriétés asymptotiques d'un estimateur à noyau du mode conditionnel pour variable explicative fonctionnelle. In Annales de l'ISUP (Vol. 51, No. 3, pp. 27-42).‏ Search in Google Scholar. View article [7] Delsol, L. (2008). Régression sur variable fonctionnelle: Estimation, tests de structure et Applications (Doctoral dissertation, Université Paul Sabatier-Toulouse III).‏ Search in Google Scholar. View [8] Ezzahrioui, M., & Ould Saïd, E. (2005). Asymptotic normality of nonparametric estimators of the conditional mode for functional data (No. 249). Technical report.‏ [9] Ezzahrioui, M. (2010). On the asymptotic properties of a nonparametric estimator of the conditional mode for functional dependent data. Statistica Neerlandika, 64, 171-201.‏Search in Google Scholar. View [10] Ezzahrioui, M. H., & Ould-Saïd, E. (2008). Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data. Journal of Nonparametric Statistics, 20(1), 3-18. Search in Google Scholar. https://doi.org/10.1080/10485250701541454 [11] Ferraty, F., Laksaci, A., & Vieu, P. (2006). Estimating some characteristics of the conditional distribution in nonparametric functional models. Statistical Inference for Stochastic Processes, 9, 47-76.‏ Search in Google Scholar. https://doi.org/10.1007/s11203-004-3561-3 [12] Ferraty, F., Laksaci, A., Tadj, A., & Vieu, P. (2010). Rate of uniform consistency for nonparametric estimates with functional variables. Journal of Statistical planning and inference, 140(2), 335-352.‏ Search in Google Scholar. https://doi.org/10.1016/j.jspi.2009.07.019 [13] Ferraty, F., Rabhi, A., & Vieu, P. (2008). Non-parametric estimation of the hazard function with functional explanatory variable. REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES, 53(1), 1-18.‏ Search in Google Scholar. [14] Ferraty, F. (2006). Nonparametric functional data analysis. Springer.‏ Search in Google Scholar. https://doi.org/10.1007/0-387-36620-2 [15] Härdle, W., & Marron, J. S. (1985). Optimal bandwidth selection in nonparametric regression function estimation. The Annals of Statistics, 1465-1481.‏ Search in Google Scholar. https://www.jstor.org/stable/2241365 [16] Laksaci, A. (2007). Convergence en moyenne quadratique de l'estimateur à noyau de la densité conditionnelle avec variable explicative fonctionnelle. In Annales de l'ISUP, Vol. 51, No. 1-2, pp. 69-80.‏ Search in Google Scholar. https://hal.science/hal-03635451v1 [17] Laksaci, A., Madani, F., & Rachdi, M. (2013). Kernel conditional density estimation when the regressor is valued in a semi-metric space. Communications in Statistics-Theory and Methods, 42(19), 3544-3570.‏Search in Google Scholar. https://doi.org/10.1080/03610926.2011.633733. [18] Laksaci, A., & Mechab, Boubakeur. (2010). Estimation non paramétrique de la fonction de hasard avec variable explicative fonctionnelle: cas des données spatiales. Rev. Roumaine Math. Pures Appl, 55(1), 35-51.‏ Search in Google Scholar. RechearchGate. [19] Rachdi, M., & Vieu, P. (2007). Nonparametric regression for functional data: automatic smoothing parameter selection. Journal of statistical planning and inference, 137(9), 2784-2801.‏ Search in Google Scholar. https://doi.org/10.1016/j.jspi.2006.10.001 [20] Ramsay, J. O., & Silverman, B. W. (2005). Principal components analysis for functional data. Functional data analysis, 147-172.‏ Search in Google Scholar. https://doi.org/10.1007/0-387-22751-2_8 [21] Rosenblatt, M. (1969). Conditional probability density and regression estimators. Multivariate analysis II, 25, 31.‏ Search in Google Scholar. [22] Rudemo, M. (1982). Empirical choice of histograms and kernel density estimators. Scandinavian Journal of Statistics, 65-78.‏ Search in Google Scholar. https://www.jstor.org/stable/4615859 [23] Silverman, B. W. (2018). Density estimation for statistics and data analysis. Routledge.‏ Search in Google Scholar. https://doi.org/10.1201/9781315140919

International Journal of Applied Mathematics and SimulationVol. 2(1)
University of Béjaïa (DZ), University of Biskra (DZ)
Openalex Percentile: Top 87%
Statistical Methods and Inference
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