Recursive kernel estimate of the conditional quantile for functional ergodic data

DOI10.1080/03610926.2014.901364zbMATH Open1342.62056OpenAlexW2248144900MaRDI QIDQ3178622FDOQ3178622

Authors: Fatima Benziadi, Ali Laksaci, Fethallah Tebboune 

Publication date: 15 July 2016

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.901364

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zbMATH Keywords

functional dataconditional quantilealmost complete convergencerecursive estimateergodic data

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Nonparametric functional data analysis. Theory and practice.
• Consistent nonparametric regression. Discussion
• Linear processes in function spaces. Theory and applications
• Applied functional data analysis. Methods and case studies
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• Non-parametric estimation of conditional quantiles
• Estimating some characteristics of the conditional distribution in nonparametric functional models
• 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
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
• 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
• Spline estimation of conditional quantities for functional covariates

Cited In (14)

• A recursive kernel estimate of the functional modal regression under ergodic dependence condition
• Vector-on-function quantile regression for stationary ergodic processes
• Note on conditional quantiles for functional ergodic data
• Local linear modelling of the conditional distribution function for functional ergodic data
• Title not available (Why is that?)
• Asymptotic property of conditional quantile for functional ergodic data
• A note on kernel estimation of the conditional quantile function in continuous time ergodic processes
• Asymptotic results of a recursive double kernel estimator of the conditional quantile for functional ergodic data
• Recursive estimation of quantitles using recursive kernel density estimators
• kNN robustification equivariant nonparametric regression estimators for functional ergodic data
• Robust equivariant non parametric regression estimators for functional ergodic data
• The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
• Nonparametric modelling for functional data: selected survey and tracks for future
• Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile

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