Note on conditional quantiles for functional ergodic data

DOI10.1016/J.CRMA.2016.03.005zbMATH Open1335.62074OpenAlexW2333203634MaRDI QIDQ282873FDOQ282873

Authors: Fatima Benziadi, Ali Laksaci, Fethallah Tebboune 

Publication date: 12 May 2016

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2016.03.005

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Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

Cites Work

• Functional data analysis.
• Nonparametric functional data analysis. Theory and practice.
• Consistent nonparametric regression. Discussion
• Linear processes in function spaces. Theory and applications
• Non-parametric estimation of conditional quantiles
• Recursive estimation of nonparametric regression with functional covariate
• Nonparametric quantile regression estimation for functional dependent data
• Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
• Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology
• A generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality
• Asymptotic normality of the recursive kernel regression estimate under dependence conditions
• Nonparametric \(M\)-regression for functional ergodic data
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
• Title not available (Why is that?)
• Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
• 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
• Robust quantile estimation and prediction for spatial processes

Cited In (2)

• Asymptotic properties of the conditional hazard function estimate by the local linear method for functional ergodic data
• Recursive kernel estimate of the conditional quantile for functional ergodic data

Uses Software

• fda (R)

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