Asymptotic properties of nonparametric quantile estimation with spatial dependency
From MaRDI portal
Publication:6068064
DOI10.1111/stan.12284OpenAlexW4308884746MaRDI QIDQ6068064
Sophie Dabo-Niang, Assi N'Guessan, Serge-Hippolyte Arnaud Kanga, Ouagnina Hili
Publication date: 15 December 2023
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/stan.12284
Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Consistency of a nonparametric conditional mode estimator for random fields
- Local linear spatial quantile regression
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields
- Nonparametric regression estimation for random fields in a fixed-design
- Kernel density estimation on random fields
- Robust quantile estimation and prediction for spatial processes
- Kernel density estimation for random fields. (Density estimation for random fields)
- Nonparametric relative error regression for spatial random variables
- Nonparametric and semiparametric models.
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors
- On nonparametric conditional quantile estimation for non-stationary random fields
- On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data
- A nonparametric spectral domain test of spatial isotropy
- A new spatial regression estimator in the multivariate context
- Consistency of a nonparametric conditional quantile estimator for random fields
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Nonparametric prediction of spatial multivariate data
- Statistical Analysis of Spatial and Spatio-Temporal Point Patterns
- Local Linear Regression for Non Grid Spatiotemporal Models with Autoregressive Errors
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
- Smoothing of Multivariate Data
- Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
- Spatial local linear estimation of the L1-conditional quantiles for functional regressors
- Quantile regression: A short story on how and why
- Estimation of the trend function for spatio-temporal models
- Estimation of nonparametric additive models with high order spatial autoregressive errors
- Relative error prediction in nonparametric deconvolution regression model
This page was built for publication: Asymptotic properties of nonparametric quantile estimation with spatial dependency