CLT for single functional index quantile regression under dependence structure

DOI10.2478/ausm-2021-0003zbMath1476.62074OpenAlexW3197941810MaRDI QIDQ2062486

Abbes Rabhi, Fatima Akkal, Nadia Kadiri, Salah Khardani

Publication date: 27 December 2021

Published in: Acta Universitatis Sapientiae. Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/ausm-2021-0003

zbMATH Keywords

conditional quantilekernel estimatorcensored datanonparametric estimationsingle index modelfunctional random variablestrong mixing processesprobabilities of small balls

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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