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: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
BİSKA Bilisim Company
2015-03-01
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| Series: | New Trends in Mathematical Sciences |
| Subjects: | |
| Online Access: | https://ntmsci.com/ajaxtool/GetArticleByPublishedArticleId?PublishedArticleId=74 |