Note on conditional quantiles for functional ergodic data

被引：1
|
作者：
Benziadi, Fatima [1 ]
Laksaci, Ali [2 ]
Tebboune, Fethallah [3 ]
机构：
[1] Univ Moulay Taher de Saida, Saida, Algeria
[2] Univ Djillali Liabes Sidi Bel Abbes, Lab Stat & Proc Stochast, BP 89, Sba 22000, Algeria
[3] Univ Djillali Liabes Sidi Bel Abbes, Sidi Bel Abbes, Algeria
来源：
COMPTES RENDUS MATHEMATIQUE | 2016年 / 354卷 / 06期
关键词：
NONPARAMETRIC-ESTIMATION; KERNEL ESTIMATOR; REGRESSION;
D O I：
10.1016/j.crma.2016.03.005
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this Note, we study the recursive kernel estimator of the conditional quantile of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space. We establish the almost complete consistency of this estimate when the observations are sampled from a functional ergodic process. (C) 2016 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.
引用
收藏
页码：628 / 633
页数：6
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