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Asymptotic Results of a Recursive Double Kernel Estimator of the Conditional Quantile for Functional Ergodic Data
2021
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES
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The aim of our paper is to investigate the estimation of conditional quantile of a scalar response variable Y given a random variable (rv) X = x taking values in a semimetric space. Hence, the asymptotic normality of the proposed estimator is obtained when the observations are sampled from a functional ergodic process. The result confirms the prospect proposed in Benziadi et al. [3] and as applications, a comparison study based on a finite-sample behavior of the estimator is investigated by simulations as well.
doi:10.21915/bimas.2021302
fatcat:seb3fcflnbhrzn7ioz66chgh5i