Asymptotic normality of a nonparametric conditional quantile estimator for random fields
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Summary: Given a stationary multidimensional spatial process \(\{Z_i = (X_i, Y_i) \in \mathbb R^d \times \mathbb R,\;i \in \mathbb Z^N\}\), we investigate a kernel estimate of the spatial conditional quantile function of the response variable \(Y_i\) given the explicative variable \(X_i\). Asymptotic normality of the kernel estimate is obtained when the sample considered is an \(\alpha\)-mixing sequence.
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Cited in
(10)- On nonparametric conditional quantile estimation for non-stationary random fields
- Consistency of a nonparametric conditional quantile estimator for random fields
- Consistency of a nonparametric conditional mode estimator for random fields
- scientific article; zbMATH DE number 3907581 (Why is no real title available?)
- Spatial conditional quantile regression: weak consistency of a kernel estimate
- Nonparametric estimation of a conditional quantile for -mixing processes
- Asymptotic properties of nonparametric quantile estimation with spatial dependency
- Nonparametric estimation of conditional quantiles for functional and spatial dependent variables
- Nonparametric estimation of conditional expectation
- Robust quantile estimation and prediction for spatial processes
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