Randomly censored quantile regression estimation using functional stationary ergodic data

DOI10.1080/10485252.2014.982651zbMath1328.62276arXiv1304.4304OpenAlexW2093474348MaRDI QIDQ5256278

Salah Khardani, Mohamed Chaouch

Publication date: 22 June 2015

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.4304

zbMATH Keywords

asymptotic normalityconditional quantilecensored datastrong consistencyergodic processesfunctional datapeak load forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (19)

Asymptotic Results of a Recursive Double Kernel Estimator of the Conditional Quantile for Functional Ergodic Data ⋮ Nonparametric local linear regression estimation for censored data and functional regressors ⋮ Functional kernel estimation of the conditional extreme value index under random right censoring ⋮ Local linear estimation of the conditional quantile for censored data and functional regressors ⋮ Robust nonparametric equivariant regression for functional data with responses missing at random ⋮ Conditional mode estimation for functional stationary ergodic data with responses missing at random ⋮ Partially functional linear quantile regression model and variable selection with censoring indicators MAR ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Semi-functional partially linear regression model with responses missing at random ⋮ Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data ⋮ Unnamed Item ⋮ Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random ⋮ Unnamed Item ⋮ Relative error prediction for twice censored data ⋮ CLT for single functional index quantile regression under dependence structure ⋮ Single functional index quantile regression under general dependence structure ⋮ Nonparametric relative regression under random censorship model ⋮ Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions

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