Robust quantile estimation and prediction for spatial processes
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Abstract: In this paper, we present a statistical framework for modeling conditional quantiles of spatial processes assumed to be strongly mixing in space. We establish the consistency and the asymptotic normality of the kernel conditional quantile estimator in the case of random fields. We also define a nonparametric spatial predictor and illustrate the methodology used with some simulations.
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Cites work
- scientific article; zbMATH DE number 3714750 (Why is no real title available?)
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- Kernel density estimation for random fields. (Density estimation for random fields)
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- Kernel regression estimation for continuous spatial processes
- Local Linear Quantile Regression
- Local linear spatial quantile regression
- M-estimation for linear models with spatially-correlated errors
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process
- Nonparametric estimation of conditional quantiles for functional and spatial dependent variables
- Nonparametric prediction by conditional median and quantiles
- Nonparametric spatial prediction
Cited in
(22)- Asymptotic normality of a nonparametric conditional quantile estimator for random fields
- Note on conditional quantiles for functional ergodic data
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
- Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional
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- Spatial local linear estimation of the L1-conditional quantiles for functional regressors
- Quantile predictions for elliptical random fields
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- On spatial conditional mode estimation for a functional regressor
- A Multilevel Simulation Optimization Approach for Quantile Functions
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- Nonparametric relative error regression for spatial random variables
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- Spatial conditional quantile regression: weak consistency of a kernel estimate
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- Asymptotic properties of nonparametric quantile estimation with spatial dependency
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- Recursive kernel estimate of the conditional quantile for functional ergodic data
- On nonparametric conditional quantile estimation for non-stationary spatial processes
- Smooth density spatial quantile regression
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