In this article, we study the recursive kernel estimator of the conditional quantile of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space. Two estimators are considered. While the first one is given by inverting the double-kernel estimate of the conditional distribution function, the second estimator is obtained by using the robust approach. We establish the almost complete consistency of these estimates when the observations are sampled from a functional ergodic process. Finally, a simulation study is carried out to illustrate the finite sample performance of these estimators.
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Original Articles
Recursive kernel estimate of the conditional quantile for functional ergodic data
Fatima Benziadi Laboratoire Statistique et Processus Stochastiques, Univ. Djillali Liabès, Sidi Bel Abbes, Algeria, Ali Laksaci Laboratoire Statistique et Processus Stochastiques, Univ. Djillali Liabès, Sidi Bel Abbes, AlgeriaCorrespondencealilak@yahoo.fr
& Fethallah Tebboune Laboratoire Statistique et Processus Stochastiques, Univ. Djillali Liabès, Sidi Bel Abbes, Algeria
Fatima Benziadi Laboratoire Statistique et Processus Stochastiques, Univ. Djillali Liabès, Sidi Bel Abbes, Algeria, Ali Laksaci Laboratoire Statistique et Processus Stochastiques, Univ. Djillali Liabès, Sidi Bel Abbes, AlgeriaCorrespondencealilak@yahoo.fr
& Fethallah Tebboune Laboratoire Statistique et Processus Stochastiques, Univ. Djillali Liabès, Sidi Bel Abbes, Algeria
& Fethallah Tebboune Laboratoire Statistique et Processus Stochastiques, Univ. Djillali Liabès, Sidi Bel Abbes, Algeria
Pages 3097-3113
Received 12 Jul 2012
Accepted 24 Feb 2014
Accepted author version posted online: 03 Sep 2015
Published online: 03 Sep 2015
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