Asymptotic results for an L1-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology
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Abstract
In this paper, we study an L1-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 phrases
Asymptotic distribution dependency functional data robust estimationAMS (2000) subject classification
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