Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship
The main objective of this paper is to non-parametrically estimate the quantiles of a conditional distribution in the censorship model when the sample is considered as an -mixing sequence. First of all, a kernel type estimator for the conditional cumulative distribution function (cond-cdf) is introd...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2018-11-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2018-0013 |