期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2011
卷号：73
期号：1
页码：125-141
DOI：10.1007/s13171-011-0002-4
语种：English
出版社：Indian Statistical Institute
摘要：In this paper, we study an L 1-norm kernel estimator of the conditional quan- tile (CQ) of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space. The almost complete ( a.co .) consis- tency and the asymptotic normality of this estimate are obtained when the sample is an α -mixing sequence. We illustrate our methodology by applying the estimator to climatological data.
关键词：Asymptotic distribution ; dependency ; functional data ; robust estimation
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