Vector-on-function quantile regression for stationary ergodic processes

DOI10.1016/j.jkss.2014.06.005zbMath1328.62277MaRDI 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 distribution; kernel estimation; almost sure convergence; ergodic processes; functional data; martingale difference; geometric quantiles; load curve forecasting

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

Related Items

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

Uses Software

• fda (R)

Cites Work

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