Functional quantile regression: local linear modelisation

被引：4
|
作者：
Kaid, Zoulikha [1 ]
Laksaci, Ali [1 ]
机构：
[1] Univ Djillali Liabes Sidi Bel Abbes, Lab Stat & Proc Stochast, BP 89, Sidi Bel Abbes 22000, Algeria
来源：
FUNCTIONAL STATISTICS AND RELATED FIELDS | 2017年
关键词：
CONDITIONAL QUANTILE;
D O I：
10.1007/978-3-319-55846-2_20
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A nonparametric local linear estimator of the conditional quantiles of a scalar response variable Y given a random variable X taking values in a semi-metric space. We establish the almost complete consistency and the asymptotic normality of this estimate. We prove that the asymptotic proprieties of this estimate are closely related to some topological characteristics of the data. Finally, a Monte Carlo study is carried out to evaluate the performance of this estimate.
引用
收藏
页码：155 / 160
页数：6
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