A generalized -approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality
Résumé
A kernel estimator of the conditional quantile is defined for a scalar response variable given a covariate taking values in a semi-metric space. The approach generalizes the median's -norm estimator. The almost complete consistency and asymptotic normality are stated.
Domaines
Mathématiques [math]
Origine : Fichiers produits par l'(les) auteur(s)