A generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality

DOI10.1016/j.spl.2008.12.016zbMath1158.62318OpenAlexW2031442434MaRDI QIDQ1012106

Mohamed Lemdani, Ali Laksaci, Elias Ould Saïd

Publication date: 14 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.12.016

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (18)

Asymptotic Results of a Recursive Double Kernel Estimator of the Conditional Quantile for Functional Ergodic Data ⋮ Note on conditional quantiles for functional ergodic data ⋮ Nonparametric estimation of conditional quantiles for functional and spatial dependent variables ⋮ Expectile regression for spatial functional data analysis (sFDA) ⋮ Recursive kernel estimate of the conditional quantile for functional ergodic data ⋮ Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology ⋮ Spatial local linear estimation of the L₁-conditional quantiles for functional regressors ⋮ The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data ⋮ Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model ⋮ Nonparametric modelling for functional data: selected survey and tracks for future ⋮ Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates ⋮ Uniform consistency in number of neighbors of the \(k\)NN estimator of the conditional quantile model ⋮ Asymptotic normality of conditional density estimation in the single index model for functional time series data ⋮ Asymptotic properties of nonparametric M-estimation for mixing functional data ⋮ Robust quantile estimation and prediction for spatial processes ⋮ Unnamed Item ⋮ Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles ⋮ On the nonparametric estimation of the functional expectile regression

Uses Software

• fda (R)

Cites Work

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• Estimating some characteristics of the conditional distribution in nonparametric functional models
• Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence
• Non-parametric estimation of conditional quantiles
• Functional data analysis
• Nonparametric prediction by conditional median and quantiles
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence
• Linear processes in function spaces. Theory and applications
• Applied functional data analysis. Methods and case studies
• Spline estimation of conditional quantities for functional covariates
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• Nonparametric functional data analysis. Theory and practice.
• Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS

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