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Functional quantile regression: local linear modelisation
Conference proceeding

Functional quantile regression: local linear modelisation

Zoulikha Kaid and Ali Laksaci
FUNCTIONAL STATISTICS AND RELATED FIELDS, pp.155-160
Contributions to Statistics
01/01/2017

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
A nonparametric local linear estimator of the conditional quantiles of a scalar response variable Y given a random variable X taking values in a semi-metric space. We establish the almost complete consistency and the asymptotic normality of this estimate. We prove that the asymptotic proprieties of this estimate are closely related to some topological characteristics of the data. Finally, a Monte Carlo study is carried out to evaluate the performance of this estimate.

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