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Nonparametric Relative Error Regression for Functional Ergodic Data

Mohammed Bassoudi, Zoulikha Kaid

Abstract



A new regression model is proposed to model the relationship between a real response variable and a functional explanatory variable. Precisely, we construct this model by using the mean squared relative error as loss function. We establish its almost complete consistency under the ergodicity assumption.

Keywords


Almost complete consistency, Ergodic dependency, Kernel method, Relative error, Small probability functio

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