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

页码：628 / 633

页数：6

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