2 citations · 5 across the 18 of their papers we have counts for
24 papers
Testing for point-impact effects in a spatial semi-functional linear regression model
Stéphane Bouka, Emmanuel De Dieu Nkou, Alban Mbina Mbina +1
This paper introduces a novel semiparametric testing framework for localized point-impact effects within a spatial semi-functional linear regression model. We address an intricate…
Nonparametric estimation of sliced inverse regression by the -nearest neighbors kernel method
Luran Bengono Mintogo, Emmanuel de Dieu Nkou, Guy Martial Nkiet
We investigate nonparametric estimation of sliced inverse regression (SIR) via the -nearest neighbors approach with a kernel. An estimator of the covariance matrix of the condit…
Rates of strong uniform consistency for the -nearest neighbors kernel estimators of density and regression function
Luran Bengono Mintogo, Emmanuel de Dieu Nkou, Guy Martial Nkiet
We adress the problem of consistency of the -nearest neighbors kernel estimators of the density and the regression function in the multivariate case. We get the rates of strong…
Testing for homogeneity of several functional variables via multiple maximum variance discrepancy
Armando Sosthène Kali Balogoun, Guy Martial Nkiet
This paper adresses the problem of testing for the equality of probability distributions on Hilbert spaces, with . We introduce a generalization of the maximum va…
A method for variable selection in a multivariate functional linear regression model
Alban Mina Mbina, Guy Martial Nkiet
We propose a new variable selection procedure for a functional linear model with multiple scalar responses and multiple functional predictors. This method is based on basis expansi…
Variable selection in multivariate regression model for spatially dependent data
Jean Roland Ebende Penda, Stéphane Bouka, Guy Martial Nkiet
This paper deals with variable selection in multivariate linear regression model when the data are observations on a spatial domain being a grid of sites in with $d\…
On estimation and prediction in a spatial semi-functional linear regression model
Stéphane Bouka, Kowir Pambo Bello, Guy Martial Nkiet
We tackle estimation and prediction at non-visted sites in a spatial semi-functional linear regression model with derivatives that combines a functional linear model with a nonpara…
An independence test for functional variables based on kernel normalized cross-covariance operator
Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet
We propose an independence test for random variables valued into metric spaces by using a test statistic obtained from appropriately centering and rescaling the squared Hilbert-Sch…
Kernel-based method for joint independence of functional variables
Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet
This work investigates the problem of testing whether functional random variables are jointly independent using a modified estimator of the -variable Hilbert Schmidt Indeped…
Asymptotic normality of an estimator of kernel-based conditional mean dependence measure
Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet
We propose an estimator of the kernel-based conditional mean dependence measure obtained from an appropriate modification of a naive estimator based on usual empirical estimators.…
Testing independence of functional variables by an Hilbert-Schmidt independence criterion estimator
Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet, Alban Mbina Mbina
We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this est…
Wavelet-based estimation in a semiparametric regression model
Emmanuel de Dieu Nkou, Guy Martial Nkiet
In this paper, we introduce a wavelet-based method for estimating the EDR space in Li's semiparametric regression model for achieving dimension reduction. This method is obtained b…
Asymptotic normality of a generalized maximum mean discrepancy estimator
Armando Sosthene Kali Balogoun, Guy Martial Nkiet, Carlos Ogouyandjou
In this paper, we propose an estimator of the generalized maximum mean discrepancy between several distributions, constructed by modifying a naive estimator. Asymptotic normality i…
Robustifying multiple-set linear canonical analysis with S-estimator
Ulrich Djemby Bivigou, Guy Martial Nkiet
We consider a robust version of multiple-set linear canonical analysis obtained by using a S-estimator of covariance operator. The related influence functions are derived. Asymptot…
Dimension reduction in spatial regression with kernel SAVE method
Mètolidji Moquilas Raymond Affossogbe, Guy Martial Nkiet, Carlos Ogouyandjou
We consider the smoothed version of sliced average variance estimation (SAVE) dimension reduction method for dealing with spatially dependent data that are observations of a strong…
On estimation and prediction in spatial functional linear regression model
Stéphane Bouka, Sophie Dabo-Niang, Guy Martial Nkiet
We consider a spatial functional linear regression, where a scalar response is related to a square integrable spatial functional process. We use a smoothing spline estimator for th…
Kernel based method for the -sample problem
Armando Sosthene Kali Balogoun, Guy Martial Nkiet, Carlos Ogouyandjou
In this paper we deal with the problem of testing for the equality of probability distributions defined on , where is a metric space an…
-Sample problem based on generalized maximum mean discrepancy
Armando Sosthene Kali Balogoun, Guy Martial Nkiet, Carlos Ogouyandjou
In this paper we deal with the problem of testing for the quality of probability distributions. We introduce a generalization of the maximum mean discrepancy that permits to ch…
Smoothed functional average variance estimation for dimension reduction
MÈtolidji Moquilas Raymond Affossogbe, Guy Martial Nkiet, Carlos Ogouyandjou
We propose an estimation method that we call functional average variance estimation (FAVE), for estimating the EDR space in functional semiparametric regression model, based on ker…
Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator
Ulrich Djemby Bivigou, Guy Martial Nkiet
By deriving influence functions related to multiple-set linear canonical analysis (MSLCA) we show that the classical version of this analysis, based on empirical covariance operato…
Strong consistency of kernel estimator in a semiparametric regression model
Emmanuel De Dieu Nkou, Guy Martial Nkiet
Estimating the effective dimension reduction (EDR) space, related to the semiparametric regression model introduced by Li \cite{sir}, is based on the estimation of the covariance m…
Asymptotic theory of multiple-set linear canonical analysis
Guy Martial Nkiet
This paper deals with asymptotics for multiple-set linear canonical analysis (MSLCA). A definition of this analysis, that adapts the classical one to the context of Euclidean rando…
Variable selection in discriminant analysis for mixed variables and several groups
Alban Mbina Mbina, Guy Martial Nkiet, Fulgence Eyi Obiang
We propose a method for variable selection in discriminant analysis with mixed categorical and continuous variables. This method is based on a criterion that permits to reduce the…
Variable selection in multiple regression with random design
Alban Mbina Mbina, Guy Martial Nkiet, Assi Nguessan
We propose a method for variable selection in multiple regression with random predictors. This method is based on a criterion that permits to reduce the variable selection problem…