Abstract
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.
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Laksaci, A., Lemdani, M. & Saïd, E.O. Asymptotic results for an L 1-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology. Sankhya A 73, 125–141 (2011). https://doi.org/10.1007/s13171-011-0002-4
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DOI: https://doi.org/10.1007/s13171-011-0002-4