Asymptotic Results for an L-1-norm Kernel Estimator of the Conditional Quantile for Functional Dependent Data with Application to Climatology

被引：0

作者：

Laksaci, Ali ^{[1
]}

Lemdani, Mohamed ^{[2
]}

Said, Elias Quid ^{[3
,4
]}

机构：

[1] Univ Djillali Liabes Sidi Bel Abbes, Dept Math, PB 89, Sidi Bel Abbes 22000, Algeria

[2] Univ Lille 2, Lab Biomath, Fac Pharm, F-59006 Lille, France

[3] Univ Littoral Cote dOpale, F-59000 Calais, France

[4] Univ Littoral Cote dOpale, LMPA, F-62228 Calais, France

来源：

SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY | 2011年 / 73卷 / 01期

关键词：

Asymptotic distribution; dependency; functional data; robust estimation;

D O I：

暂无

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：

In this paper, we study an L-l-norm kernel estimator of the conditional quantile (CQ) of a scalar response variable Y given a random variable (rv) X taking values in a semi -metric space. The almost complete (a. co.) consistency and the asymptotic normality of this estimate are obtained when the sample is an a -mixing sequence. We illustrate our methodology by applying the estimator to climatological data.

引用

页码：125 / 141

页数：17

共 19 条

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