Article ID Journal Published Year Pages File Type
1154381 Statistics & Probability Letters 2009 9 Pages PDF
Abstract

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 L1L1-norm estimator. The almost complete consistency and asymptotic normality are stated.

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Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
A generalized L1L1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality
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