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A generalized L-1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality
Journal article   Peer reviewed

A generalized L-1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality

Ali Laksaci, Mohamed Lemdani and Elias Ould-Said
Statistics & probability letters, Vol.79(8), pp.1065-1073
15/04/2009
DOI: https://doi.org/10.1016/j.spl.2008.12.016

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
A kernel estimator of the conditional quantile is defined for a scalar response variable, given a covariate taking values in a semi-metric space. The approach generalizes the median's L, norm estimator. The almost complete consistency and asymptotic normality are stated. (C) 2008 Elsevier B.V. All rights reserved.

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