Vector-on-function quantile regression for stationary ergodic processes

DOI10.1016/j.jkss.2014.06.005zbMath1328.62277OpenAlexW2079785635MaRDI QIDQ2355257

Naâmane Laïb, Mohamed Chaouch

Publication date: 21 July 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2014.06.005

zbMATH Keywords

asymptotic distributionkernel estimationalmost sure convergenceergodic processesfunctional datamartingale differencegeometric quantilesload curve forecasting

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Nonparametric depth and quantile regression for functional data ⋮ Convergence rates for kernel regression in infinite-dimensional spaces

Uses Software

• fda (R)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
• Rates of strong consistencies of the regression function estimator for functional stationary ergodic data
• Note on the spatial quantile of a random vector
• \(M\)-estimation, convexity and quantiles
• Functional data analysis
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
• Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
• On the \(u\)\,th geometric conditional quantile
• Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
• Nonparametric functional data analysis. Theory and practice.
• On a Geometric Notion of Quantiles for Multivariate Data
• Nonparametric Quantile Regression Estimation for Functional Dependent Data
• Advances on asymptotic normality in non-parametric functional time series analysis
• Non‐parametric vs parametric forecasting in time series: A computational point of view
• On The ConditionalL₁-median and its estimation
• Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach
• A Multivariate Quantile Predictor
• Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models

This page was built for publication: Vector-on-function quantile regression for stationary ergodic processes