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
- A generalized L^1-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality
- Asymptotic normality for L₁ norm kernel estimator of conditional median under -mixing dependence
- Consistency of a nonparametric conditional quantile estimator for random fields
- scientific article; zbMATH DE number 3714750 (Why is no real title available?)
- Kernel density estimation for random fields. (Density estimation for random fields)
- Kernel density estimation on random fields
- 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 conditional quantiles for functional and spatial dependent variables
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process
- Nonparametric prediction by conditional median and quantiles
- Nonparametric spatial prediction
Cited in
(23)- Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional
- Nonparametric relative error regression for spatial random variables
- Quantile predictions for elliptical random fields
- On nonparametric conditional quantile estimation for non-stationary random fields
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
- Spatial quantile multiple regression using the asymmetric Laplace process
- Note on conditional quantiles for functional ergodic data
- Recursive Estimation of Conditional Spatial Medians and Conditional Quantiles
- Efficient VaR and CVaR measurement via stochastic kriging
- Recursive kernel estimate of the conditional quantile for functional ergodic data
- On spatial conditional mode estimation for a functional regressor
- Spatial local linear estimation of the L1-conditional quantiles for functional regressors
- A Multilevel Simulation Optimization Approach for Quantile Functions
- Joint Quantile Regression for Spatial Data
- Smooth density spatial quantile regression
- scientific article; zbMATH DE number 6458302 (Why is no real title available?)
- Spatial conditional quantile regression: weak consistency of a kernel estimate
- Asymptotic properties of nonparametric quantile estimation with spatial dependency
- On nonparametric conditional quantile estimation for non-stationary spatial processes
- On the quantile regression when the regressor is functional: spatial data case
- Enhancing response predictions with a joint Gaussian process model for stochastic simulation models
- Efficient global estimation of conditional-value-at-risk through stochastic kriging and extreme value theory
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields
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