Asymptotic normality of a nonparametric conditional quantile estimator for random fields
type: Item
instance of: scholarly article
title: Asymptotic normality of a nonparametric conditional quantile estimator for random fields
zbMATH Open document ID: 1233.62170
DOI: 10.1155/2011/462157
author: Sophie Dabo-Niang
author: Sidi Ali Ould-Abdi
author: Aliou Diop
author: Ahmedoune Ould-Abdi
published in: Advances in Decision Sciences
publication date: 2012-03-14T00:00:00Z
review text: Summary: Given a stationary multidimensional spatial process \(\{Z_i = (X_i, Y_i) \in \mathbb R^d \times \mathbb R,\;i \in \mathbb Z^N\}\), we investigate a kernel estimate of the spatial conditional quantile function of the response variable \(Y_i\) given the explicative variable \(X_i\). Asymptotic normality of the kernel estimate is obtained when the sample considered is an \(\alpha\)-mixing sequence.
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 62M40
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G07
zbMATH DE Number: 6014711
Wikidata QID: Q58653857
describes a project that uses: spatial
MaRDI profile type: Publication
OpenAlex ID: W2113768044
cites work: Q4841600
cites work: New directions in spatial econometrics
cites work: Q4002793
cites work: Q3706382
cites work: Conditional empirical processes
cites work: Non-parametric estimation of conditional quantiles
cites work: Asymptotic behavior of regression quantiles in non-stationary, dependent cases
cites work: Regression quantiles and related processes under long range dependent errors
cites work: Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
cites work: REGRESSION QUANTILES FOR TIME SERIES
cites work: Nonparametric prediction by conditional median and quantiles
cites work: Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
cites work: Local linear spatial quantile regression
cites work: Consistency of a nonparametric conditional quantile estimator for random fields
cites work: Robust quantile estimation and prediction for spatial processes
cites work: Kernel density estimation for random fields: TheL1Theory
cites work: Kernel density estimation for random fields. (Density estimation for random fields)
cites work: Nonparametric spatial prediction
cites work: Spatial nonparametric regression estimation: Non-isotropic case
cites work: Spatial kernel regression estimation: weak consistency
cites work: Kernel density estimation for spatial processes: The \(L_{1}\) theory
cites work: Local linear spatial regression
cites work: Resampling methods for spatial regression models under a class of stochastic designs
cites work: Kernel regression estimation for random fields
cites work: Kernel regression estimation for continuous spatial processes
cites work: Q3580546
cites work: On the almost everywhere convergence of nonparametric regression function estimates
cites work: Kernel density estimation on random fields
cites work: Mixing: Properties and examples
cites work: Local Linear Quantile Regression
DBLP publication ID: journals/jamds/Ould-AbdiDDO11
description: scientific article; zbMATH DE number 6014711