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Functional data analysis: local linear estimation of the L1-conditional quantiles
Journal article   Peer reviewed

Functional data analysis: local linear estimation of the L1-conditional quantiles

Fahimah A. Al-Awadhi, Zoulikha Kaid, Ali Laksaci, Idir Ouassou and Mustapha Rachdi
Statistical methods & applications, Vol.28(2), pp.217-240
01/06/2019
DOI: https://doi.org/10.1007/s10260-018-00447-5

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
We consider a new estimator of the quantile function of a scalar response variable given a functional random variable. This new estimator is based on the L1 approach. Under standard assumptions, we prove the almost-complete consistency as well as the asymptotic normality of this estimator. This new approach is also illustrated through some simulated data and its superiority, compared to the classical method, has been proved for practical purposes.

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