Strong uniform consistency rates of conditional quantiles for time series data in the single functional index model
The main objective of this paper is to estimate non-parametrically the quantiles of a conditional distribution when the sample is considered as an $\alpha$-mixing sequence. First of all, a kernel type estimator for the conditional cumulative distribution function ({\em cond-cdf}) is introduced. Af...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
BİSKA Bilisim Company
2015-03-01
|
| Series: | New Trends in Mathematical Sciences |
| Subjects: | |
| Online Access: | http://www.ntmsci.com/ajaxtool/GetArticleByPublishedArticleId?PublishedArticleId=74 |