Asymptotic normality of a nonparametric conditional quantile estimator for random fields (Q764784)
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scientific article; zbMATH DE number 6014711
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| English | Asymptotic normality of a nonparametric conditional quantile estimator for random fields |
scientific article; zbMATH DE number 6014711 |
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Asymptotic normality of a nonparametric conditional quantile estimator for random fields (English)
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14 March 2012
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Summary: Given a stationary multidimensional spatial process \(\{Z_i = (X_i, Y_i) \in \mathbb R^d \times \mathbb R,\;i \in \mathbb Z^N\}\), we investigate a kernel estimate of the spatial conditional quantile function of the response variable \(Y_i\) given the explicative variable \(X_i\). Asymptotic normality of the kernel estimate is obtained when the sample considered is an \(\alpha\)-mixing sequence.
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