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SPATIAL CONDITIONAL QUANTILE REGRESSION: WEAK CONSISTENCY OF A KERNEL ESTIMATE
Journal article

SPATIAL CONDITIONAL QUANTILE REGRESSION: WEAK CONSISTENCY OF A KERNEL ESTIMATE

Sophie Dabo-Niang, Zoulikha Kaid and Ali Laksaci
Revue roumaine de mathématiques pures et appliquées, Vol.57(4), pp.311-339
01/01/2012

Abstract

Mathematics Physical Sciences Science & Technology
We consider a conditional quantile regression model for spatial data. More precisely, given a strictly stationary random field Z(i) = (X-i, Y-i)(i subset of N)(N), we investigate a kernel estimate of the conditional quantile regression function of the univariate response variable Y-i given the functional variable X-i. The main purpose of the paper is to prove the convergence (with rate) in L-p norm and the asymptotic normality of the estimator.

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