Asymptotic results for an L 1-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology
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In this paper, we study an L 1-norm kernel estimator of the conditional quan- tile (CQ) of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space. The almost complete (a.co.) consis- tency and the asymptotic normality of this estimate are obtained when the sample is an α-mixing sequence. We illustrate our methodology by applying the estimator to climatological data.
Keywords and phrasesAsymptotic distribution dependency functional data robust estimation
AMS (2000) subject classificationPrimary 62G20 Secondary 62G08, 62G35, 62E20
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