文章基本信息

标题：Asymptotic Results for an L1-norm Kernel Estimator of the Conditional Quantile for Functional Dependent Data with Application to Climatology
本地全文：下载
作者：Ali Laksaci Univ. Djillali Liab¦Ìes ; Sidi Bel Abb¦Ìes ; Algeria Mohamed Lemdani Univ. de Lille, Lille 等
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：01
页码：125--141
出版社：Indian Statistical Institute
摘要：In this paper, we study an L1-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 .-mixing sequence. We illustrate our methodology by applying the estimator to climatological data.
关键词：Asymptotic distribution, dependency, functional data, robust estimation.