Note on conditional quantiles for functional ergodic data

Benziadi, Fatima; Laksaci, Ali; Tebboune, Fethallah

doi:10.1016/j.crma.2016.03.005

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Note on conditional quantiles for functional ergodic data
[Note sur les quantiles conditionnels pour variables fonctionnelles ergodiques]

Présenté par : the Editorial Board

Benziadi, Fatima ¹ ; Laksaci, Ali ² ; Tebboune, Fethallah ³

¹ Université Moulay Taher de Saida, Algeria
² Laboratoire Statistique et Processus stochastiques, Université Djillali-Liabès, BP 89, S. B. A. 22000, Algeria
³ Université Djillali-Liabes, Sidi Bel Abbès, Algeria

Comptes Rendus. Mathématique, Tome 354 (2016) no. 6, pp. 628-633.

Résumé
Abstract

Dans cette Note, nous étudions l'estimateur à noyau récursif des quantiles conditionnels d'une variable réponse réelle Y sachant une variable aléatoire fonctionnelle X. Nous établissons la convergence presque complète de cet estimateur estimation lorsque les observations ont une corrélation ergodique.

In this Note, 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. We establish the almost complete consistency of this estimate when the observations are sampled from a functional ergodic process.

Reçu le : 2013-11-14
Accepté le : 2016-03-11
Publié le : 2016-04-11

DOI : 10.1016/j.crma.2016.03.005

Affiliations des auteurs :

Benziadi, Fatima ¹ ; Laksaci, Ali ² ; Tebboune, Fethallah ³

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     title = {Note on conditional quantiles for functional ergodic data},
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Benziadi, Fatima; Laksaci, Ali; Tebboune, Fethallah. Note on conditional quantiles for functional ergodic data. Comptes Rendus. Mathématique, Tome 354 (2016) no. 6, pp. 628-633. doi : 10.1016/j.crma.2016.03.005. http://www.numdam.org/articles/10.1016/j.crma.2016.03.005/

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