Sankhya A

, Volume 73, Issue 1, pp 125–141 | Cite as

Asymptotic results for an L 1-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology

  • Ali Laksaci
  • Mohamed Lemdani
  • Elias Ould Saïd


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 ( 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 phrases

Asymptotic distribution dependency functional data robust estimation 

AMS (2000) subject classification

Primary 62G20 Secondary 62G08, 62G35, 62E20 


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Copyright information

© Indian Statistical Institute 2011

Authors and Affiliations

  • Ali Laksaci
    • 1
    • 4
  • Mohamed Lemdani
    • 2
    • 5
  • Elias Ould Saïd
    • 3
    • 6
    • 7
  1. 1.Univ. Djillali LiabèsSidi Bel AbbèsAlgeria
  2. 2.Univ. de Lille 2LilleFrance
  3. 3.Univ. du Littoral Côte d’OpaleCalaisFrance
  4. 4.Dép. de MathématiquesUniv. D. LiabèsLiabèsAlgeria
  5. 5.Lab. Biomaths.Univ. de Lille 2, Fac. PharmacieLilleFrance
  6. 6.Univ. Lille Nord de FranceLilleFrance
  7. 7.U.L.C.O., L.M.P.A.CalaisFrance

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