Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications
Resumen:
We study a nonparametric regression model, where the explanatory variable is nonstationary dependent functional data and the response variable is scalar. Assuming that the explanatory variable is a nonstationary mixture of stationary processes and general conditions of dependence of the observations (implied in particular by weak dependence), we obtain the asymptotic normality of the Nadaraya–Watson estimator. Under some additional regularity assumptions on the regression function, we obtain asymptotic confidence intervals for the regression function. We apply this result to estimate the quality of service for an end-to-end connection on a network
| 2007 | |
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Nonparametric regression Functional data Asymptotic normality Nonstationarity Telecomunicaciones |
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| Inglés | |
| Universidad de la República | |
| COLIBRI | |
| https://hdl.handle.net/20.500.12008/38634 | |
| Acceso abierto | |
| Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0) |
| _version_ | 1807522933366587392 |
|---|---|
| author | Bertin, Karine |
| author2 | Aspirot, Laura Perera, Gonzalo |
| author2_role | author author |
| author_facet | Bertin, Karine Aspirot, Laura Perera, Gonzalo |
| author_role | author |
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| collection | COLIBRI |
| dc.creator.none.fl_str_mv | Bertin, Karine Aspirot, Laura Perera, Gonzalo |
| dc.date.accessioned.none.fl_str_mv | 2023-08-01T20:33:07Z |
| dc.date.available.none.fl_str_mv | 2023-08-01T20:33:07Z |
| dc.date.issued.es.fl_str_mv | 2007 |
| dc.date.submitted.es.fl_str_mv | 20230801 |
| dc.description.abstract.none.fl_txt_mv | We study a nonparametric regression model, where the explanatory variable is nonstationary dependent functional data and the response variable is scalar. Assuming that the explanatory variable is a nonstationary mixture of stationary processes and general conditions of dependence of the observations (implied in particular by weak dependence), we obtain the asymptotic normality of the Nadaraya–Watson estimator. Under some additional regularity assumptions on the regression function, we obtain asymptotic confidence intervals for the regression function. We apply this result to estimate the quality of service for an end-to-end connection on a network |
| dc.identifier.citation.es.fl_str_mv | Aspirot, L., Bertine, K., Perera, G. Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications [Preprint] Publicado en Journal of Nonparametric Statistics, 2009, v.21, no.5. doi: 10.1080/10485250902878655 |
| dc.identifier.uri.none.fl_str_mv | https://hdl.handle.net/20.500.12008/38634 |
| dc.language.iso.none.fl_str_mv | en eng |
| dc.rights.license.none.fl_str_mv | Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0) |
| dc.rights.none.fl_str_mv | info:eu-repo/semantics/openAccess |
| dc.source.none.fl_str_mv | reponame:COLIBRI instname:Universidad de la República instacron:Universidad de la República |
| dc.subject.es.fl_str_mv | Nonparametric regression Functional data Asymptotic normality Nonstationarity |
| dc.subject.other.es.fl_str_mv | Telecomunicaciones |
| dc.title.none.fl_str_mv | Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications |
| dc.type.es.fl_str_mv | Preprint |
| dc.type.none.fl_str_mv | info:eu-repo/semantics/preprint |
| dc.type.version.none.fl_str_mv | info:eu-repo/semantics/submittedVersion |
| description | We study a nonparametric regression model, where the explanatory variable is nonstationary dependent functional data and the response variable is scalar. Assuming that the explanatory variable is a nonstationary mixture of stationary processes and general conditions of dependence of the observations (implied in particular by weak dependence), we obtain the asymptotic normality of the Nadaraya–Watson estimator. Under some additional regularity assumptions on the regression function, we obtain asymptotic confidence intervals for the regression function. We apply this result to estimate the quality of service for an end-to-end connection on a network |
| eu_rights_str_mv | openAccess |
| format | preprint |
| id | COLIBRI_7281efc98670902df6e7d6a0dbec82b0 |
| identifier_str_mv | Aspirot, L., Bertine, K., Perera, G. Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications [Preprint] Publicado en Journal of Nonparametric Statistics, 2009, v.21, no.5. doi: 10.1080/10485250902878655 |
| instacron_str | Universidad de la República |
| institution | Universidad de la República |
| instname_str | Universidad de la República |
| language | eng |
| language_invalid_str_mv | en |
| network_acronym_str | COLIBRI |
| network_name_str | COLIBRI |
| oai_identifier_str | oai:colibri.udelar.edu.uy:20.500.12008/38634 |
| publishDate | 2007 |
| reponame_str | COLIBRI |
| repository.mail.fl_str_mv | mabel.seroubian@seciu.edu.uy |
| repository.name.fl_str_mv | COLIBRI - Universidad de la República |
| repository_id_str | 4771 |
| rights_invalid_str_mv | Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0) |
| spelling | 2023-08-01T20:33:07Z2023-08-01T20:33:07Z200720230801Aspirot, L., Bertine, K., Perera, G. Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications [Preprint] Publicado en Journal of Nonparametric Statistics, 2009, v.21, no.5. doi: 10.1080/10485250902878655https://hdl.handle.net/20.500.12008/38634We study a nonparametric regression model, where the explanatory variable is nonstationary dependent functional data and the response variable is scalar. Assuming that the explanatory variable is a nonstationary mixture of stationary processes and general conditions of dependence of the observations (implied in particular by weak dependence), we obtain the asymptotic normality of the Nadaraya–Watson estimator. Under some additional regularity assumptions on the regression function, we obtain asymptotic confidence intervals for the regression function. We apply this result to estimate the quality of service for an end-to-end connection on a networkMade available in DSpace on 2023-08-01T20:33:07Z (GMT). No. of bitstreams: 5 ABP09.pdf: 227337 bytes, checksum: 41a0ece8fbaae894aa328c7a22c65d4b (MD5) license_text: 21936 bytes, checksum: 9833653f73f7853880c94a6fead477b1 (MD5) license_url: 49 bytes, checksum: 4afdbb8c545fd630ea7db775da747b2f (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) license.txt: 4194 bytes, checksum: 7f2e2c17ef6585de66da58d1bfa8b5e1 (MD5) Previous issue date: 2007enengLas obras depositadas en el Repositorio se rigen por la Ordenanza de los Derechos de la Propiedad Intelectual de la Universidad De La República. (Res. Nº 91 de C.D.C. de 8/III/1994 – D.O. 7/IV/1994) y por la Ordenanza del Repositorio Abierto de la Universidad de la República (Res. Nº 16 de C.D.C. de 07/10/2014)info:eu-repo/semantics/openAccessLicencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)Nonparametric regressionFunctional dataAsymptotic normalityNonstationarityTelecomunicacionesAsymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunicationsPreprintinfo:eu-repo/semantics/preprintinfo:eu-repo/semantics/submittedVersionreponame:COLIBRIinstname:Universidad de la Repúblicainstacron:Universidad de la RepúblicaBertin, KarineAspirot, LauraPerera, GonzaloTelecomunicacionesAnálisis de Redes, Tráfico y Estadísticas de 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- Universidad de la Repúblicafalse |
| spellingShingle | Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications Bertin, Karine Nonparametric regression Functional data Asymptotic normality Nonstationarity Telecomunicaciones |
| status_str | submittedVersion |
| title | Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications |
| title_full | Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications |
| title_fullStr | Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications |
| title_full_unstemmed | Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications |
| title_short | Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications |
| title_sort | Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications |
| topic | Nonparametric regression Functional data Asymptotic normality Nonstationarity Telecomunicaciones |
| url | https://hdl.handle.net/20.500.12008/38634 |
