Spatial conditional quantile regression: weak consistency of a kernel estimate

MaRDI QIDQ5396827zbMATH OpenFDO

Authors Sophie Dabo-Niang, Zoulikha Kaid, Ali Laksaci

Publication date 3 February 2014

zbMATH Keywords

asymptotic normalityconditional quantile estimationconvergencekernel regression estimationquantile regressionspatial process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inference from spatial processes (62M30)

Recommendations

• Consistency of a nonparametric conditional quantile estimator for random fields
• Nonparametric estimation of conditional quantiles for functional and spatial dependent variables
• Asymptotic normality of a nonparametric conditional quantile estimator for random fields
• Robust quantile estimation and prediction for spatial processes
• Spatial kernel regression estimation: weak consistency

Cited in

(7)

• Spatial kernel regression estimation: weak consistency
• On the consistency of a new kernel rule for spatially dependent data
• On spatial conditional mode estimation for a functional regressor
• Spatial local linear estimation of the L₁-conditional quantiles for functional regressors
• Asymptotic normality of a nonparametric conditional quantile estimator for random fields
• Nonparametric estimation of conditional quantiles for functional and spatial dependent variables
• Robust quantile estimation and prediction for spatial processes

This page was built for publication: Spatial conditional quantile regression: weak consistency of a kernel estimate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5396827)