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Note on conditional quantiles for functional ergodic data
Journal article   Open access  Peer reviewed

Note on conditional quantiles for functional ergodic data

Fatima Benziadi, Ali Laksaci and Fethallah Tebboune
Comptes rendus. Mathématique, Vol.354(6), pp.628-633
01/06/2016

Abstract

Mathematics Physical Sciences Science & Technology
In this Note, we study the recursive kernel estimator of the conditional quantile of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space. We establish the almost complete consistency of this estimate when the observations are sampled from a functional ergodic process. (C) 2016 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.
url
https://doi.org/10.1016/j.crma.2016.03.005View
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