Nonparametric Quantile Regression Estimation for Functional Dependent Data

DOI10.1080/03610926.2010.542850zbMath1319.62086OpenAlexW2021917789MaRDI QIDQ3168531

Ali Laksaci, Sophie Dabo-Niang

Publication date: 31 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.542850

zbMATH Keywords

kernel estimationmixing conditionconditional quantilesinfinite dimensionsemi-metric spacesfunctional random variables

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05)

Related Items (13)

Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes ⋮ Note on conditional quantiles for functional ergodic data ⋮ Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications ⋮ Recursive kernel estimate of the conditional quantile for functional ergodic data ⋮ The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data ⋮ Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model ⋮ Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates ⋮ On the quantile regression when the regressor is functional: spatial data case ⋮ Improved local quantile regression ⋮ On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles ⋮ Unnamed Item ⋮ Randomly censored quantile regression estimation using functional stationary ergodic data ⋮ Vector-on-function quantile regression for stationary ergodic processes

Cites Work

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• Spline estimation of conditional quantities for functional covariates
• Nonparametric functional data analysis. Theory and practice.
• Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Nonlinear autoregressive processes
• Moment bounds for stationary mixing sequences
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process

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