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...

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Bibliographic Details
Main Authors: Amina Angelika Bouchentouf, Souad Mekkaoui, Abbes Rabhi
Format: Article
Language:English
Published: BİSKA Bilisim Company 2015-03-01
Series:New Trends in Mathematical Sciences
Subjects:
Online Access:https://ntmsci.com/ajaxtool/GetArticleByPublishedArticleId?PublishedArticleId=74