Robust quantile estimation and prediction for spatial processes

Sophie Dabo-Niang (1) , Baba Thiam

1 EQUIPPE - Economie Quantitative, Intégration, Politiques Publiques et Econométrie

In this paper, we present a statistical framework for modeling conditional quantiles of spatial processes assumed to be strongly mixing in space. We establish the L1 consistency and the asymptotic normality of the kernel conditional quantile estimator in the case of random fields. We also define a nonparametric spatial predictor and illustrate the methodology used with some simulations.

Mots clés: Spatial processes Kernel estimate Conditional quantile Spatial prediction

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Sophie Dabo-Niang, Baba Thiam. Robust quantile estimation and prediction for spatial processes. Statistics and Probability Letters, 2010, 80 (17-18), pp.1447-1458. ⟨10.1016/j.spl.2010.05.012⟩. ⟨hal-00958115⟩