2021 / September Volume 16 No.3
Asymptotic Results of a Recursive Double Kernel Estimator of the Conditional Quantile for Functional Ergodic Data
| Published Date |
2021 / September
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|---|---|
| Title | Asymptotic Results of a Recursive Double Kernel Estimator of the Conditional Quantile for Functional Ergodic Data |
| Author | |
| Keyword | |
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| Pagination | 217-239 |
| Abstract | The aim of our paper is to investigate the estimation of conditional quantile of a
scalar response variable $Y$ given a random variable (rv) $X = x$ taking values in a semimetric
space. Hence, the asymptotic normality of the proposed estimator is obtained when
the observations are sampled from a functional ergodic process. The result confirms the
prospect proposed in Benziadi et al. [3] and as applications, a comparison study based on
a finite-sample behavior of the estimator is investigated by simulations as well.
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| DOI | |
| AMS Subject Classification |
62G20, 62G08, 62G35, 62E20
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| Received |
2021-07-24
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| Accepted |
2021-09-28
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