Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology

DOI10.1007/S13171-011-0002-4zbMath1267.62050OpenAlexW2464241644MaRDI QIDQ354209

Elias Ould Saïd, Ali Laksaci, Mohamed Lemdani

Publication date: 18 July 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-011-0002-4

zbMATH Keywords

asymptotic distributionsrobust estimationfunctional datadependency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05)

Related Items (13)

A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data ⋮ Note on conditional quantiles for functional ergodic data ⋮ Recursive kernel estimate of the conditional quantile for functional ergodic data ⋮ Local linear estimation of a generalized regression function with functional dependent data ⋮ The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data ⋮ Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density ⋮ On the local linear estimation of a generalized regression function with spatial functional data ⋮ On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data ⋮ Unnamed Item ⋮ The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors ⋮ On the nonparametric estimation of the functional expectile regression ⋮ Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density ⋮ Nonparametric estimation of expectile regression in functional dependent data

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• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS

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