scholarly journals Kernel conditional quantile estimator under left truncation for functional regressors

2016 ◽  
Vol 36 (1) ◽  
pp. 25 ◽  
Author(s):  
Nacéra Helal ◽  
Elias Ould Saïd
Keyword(s):  
Left Truncation ◽  
Conditional Quantile ◽  
Conditional Quantile Estimator

scholarly journals Asymptotic Normality of a Nonparametric Conditional Quantile Estimator for Random Fields

2011 ◽  
Vol 2011 ◽  
pp. 1-35
Author(s):  
Sidi Ali Ould Abdi ◽  
Sophie Dabo-Niang ◽  
Aliou Diop ◽  
Ahmedoune Ould Abdi
Keyword(s):  
Asymptotic Normality ◽  
Random Fields ◽  
Quantile Function ◽  
Spatial Process ◽  
Kernel Estimate ◽  
Conditional Quantile ◽  
Conditional Quantile Estimator ◽  
Conditional Quantile Function ◽  
Mixing Sequence ◽  
Explicative Variable

Given a stationary multidimensional spatial process , we investigate a kernel estimate of the spatial conditional quantile function of the response variable given the explicative variable . Asymptotic normality of the kernel estimate is obtained when the sample considered is an -mixing sequence.

scholarly journals CLT for single functional index quantile regression under dependence structure

2021 ◽  
Vol 13 (1) ◽  
pp. 45-77
Author(s):  
Nadia Kadiri ◽  
Abbes Rabhi ◽  
Salah Khardani ◽  
Fatima Akkal
Keyword(s):  
Asymptotic Properties ◽  
Likelihood Method ◽  
Dependence Structure ◽  
Finite Sample ◽  
Functional Index ◽  
Conditional Quantile ◽  
Index Model ◽  
Conditional Quantile Estimator ◽  
Pseudo Maximum Likelihood ◽  
Random Responses

Abstract In this paper, we investigate the asymptotic properties of a nonparametric conditional quantile estimation in the single functional index model for dependent functional data and censored at random responses are observed. First of all, we establish asymptotic properties for a conditional distribution estimator from which we derive an central limit theorem (CLT) of the conditional quantile estimator. Simulation study is also presented to illustrate the validity and finite sample performance of the considered estimator. Finally, the estimation of the functional index via the pseudo-maximum likelihood method is discussed, but not tackled.

Consistency of a nonparametric conditional quantile estimator for random fields

2010 ◽  
Vol 19 (1) ◽  
pp. 1-21 ◽  
Author(s):  
S. A. Ould Abdi ◽  
S. Dabo-Niang ◽  
A. Diop ◽  
A. Ould Abdi
Keyword(s):  
Random Fields ◽  
Conditional Quantile ◽  
Conditional Quantile Estimator
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