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

DOI10.1016/j.spl.2008.12.016zbMath1158.62318MaRDI 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

62G08: Nonparametric regression and quantile regression

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G35: Nonparametric robustness

Related Items

Nonparametric modelling for functional data: selected survey and tracks for future, Note on conditional quantiles 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, On the nonparametric estimation of the functional expectile regression, Nonparametric estimation of conditional quantiles for functional and spatial dependent variables, Asymptotic properties of nonparametric M-estimation for mixing functional data, Robust quantile estimation and prediction for spatial processes, Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates, Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles, 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, Recursive kernel estimate of the conditional quantile for functional ergodic data

Uses Software

• fda (R)

Cites Work

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