Local linear estimate of the functional expectile regression
Résumé
This paper deals with the problem of the nonparametric estimation of the functional expectile regression. We use the local linear approach to construct a new estimator of the studied model. The main result of this note is the establishment of the almost complete consistency of this estimator. Our results are obtained under standard assumptions using the Bahadur representation of the conditional expectile. Some simulation studies are carried out to show the finite sample performances of the proposed estimator.

