Local polynomial modelling of the conditional quantile for functional data

DOI10.1007/s10260-015-0296-9zbMath1416.62222OpenAlexW2084479909MaRDI QIDQ897850

Mustapha Rachdi, Nahima Nemouchi, Idir Ouassou, Fatiha Messaci

Publication date: 8 December 2015

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-015-0296-9

zbMATH Keywords

simulationconditional quantileconditional distributionfunctional datalocal linear estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (15)

Nonparametric local linear regression estimation for censored data and functional regressors ⋮ Local linear estimation of a generalized regression function with functional dependent data ⋮ Local linear approach: conditional density estimate for functional and censored data ⋮ Regression model for surrogate data in high dimensional statistics ⋮ Local linear estimation of the conditional quantile for censored data and functional regressors ⋮ Unnamed Item ⋮ Local linear estimation of the conditional mode under left truncation for functional regressors ⋮ Strong consistency of local linear estimation of a conditional density function under random censorship ⋮ Nearest neighbors estimation for long memory functional data ⋮ Uniform consistency in number of neighbors of the \(k\)NN estimator of the conditional quantile model ⋮ Unnamed Item ⋮ Asymptotic normality of the local linear estimation of the conditional density for functional time-series data ⋮ Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles ⋮ A Class of Local Linear Estimators with Functional Data ⋮ Rate of the Almost Sure Convergence of a Generalized Regression Estimate Based on Truncated and Functional Data

Uses Software

• fda (R)

Cites Work

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