Asymptotic properties of nonparametric quantile estimation with spatial dependency

被引：0

作者：

Kanga, S. -H. Arnaud ^{[1
,4
]}

Hili, Ouagnina ^{[1
]}

Dabo-Niang, Sophie ^{[2
,3
]}

N'Guessan, Assi ^{[2
]}

机构：

[1] Inst Natl Polyteh Felix Houphouet Boigny, UMRI Math & Nouvelles Techcnol Informat, Yamousssoukro, Cote Ivoire

[2] Univ Lille, CNRS, UMR 8524 Lab Paul Painleve, Lille, France

[3] MODAL, INRIA, Lille, France

[4] Inst Natl Polyteh Felix Houphouet Boigny, UMRI Math & Nouvelles Techcnol Informat, 1093, Yamousssoukro, Cote Ivoire

来源：

STATISTICA NEERLANDICA | 2023年 / 77卷 / 03期

关键词：

almost complete convergence; asymptotic normality; local stationarity; random fields; strong mixing; KERNEL DENSITY-ESTIMATION; REGRESSION ESTIMATOR; PREDICTION;

D O I：

10.1111/stan.12284

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The purpose of this work is to nonparametrically estimate the conditional quantile for a locally stationary multivariate spatial process. The new kernel quantile estimate derived from the one of conditional distribution function (CDF). The originality in the paper is based on the ability to take into account some local spatial dependency in estimate CDF form. Consistency and asymptotic normality of the estimates are obtained under & alpha;$$ \alpha $$-mixing condition. Numerical study and application to real data are given in order to illustrate the performance of our methodology.

引用

页码：254 / 283

页数：30

共 50 条

[21] Asymptotic properties of a conditional quantile estimator with randomly truncated data
Lemdani, Mohamed
Ould-Said, Elias
Poulin, Nicolas
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 100 (03) : 546 - 559
[22] Asymptotic properties of conditional quantile estimator for censored dependent observations
Liang, Han-Ying
de Una-Alvarez, Jacobo
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2011, 63 (02) : 267 - 289
[23] Order-preserving nonparametric regression, with applications to conditional distribution and quantile function estimation
Hall, P
Müller, HG
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2003, 98 (463) : 598 - 608
[24] L1-estimation for spatial nonparametric regression
Xu, Rongrong
Wang, Jinde
JOURNAL OF NONPARAMETRIC STATISTICS, 2008, 20 (06) : 523 - 537
[25] Asymptotic Properties of the Empirical Spatial Extremogram
Cho, Yong Bum
Davis, Richard A.
Ghosh, Souvik
SCANDINAVIAN JOURNAL OF STATISTICS, 2016, 43 (03) : 757 - 773
[26] Asymptotic results for nonparametric regression estimators after sufficient dimension reduction estimation
Forzani, Liliana
Rodriguez, Daniela
Sued, Mariela
TEST, 2024, : 987 - 1013
[27] SPATIAL CORRELATION OF EARTHQUAKE GROUND MOTION - NONPARAMETRIC-ESTIMATION
BOISSIERES, HP
VANMARCKE, EH
SOIL DYNAMICS AND EARTHQUAKE ENGINEERING, 1995, 14 (01) : 23 - 31
[28] Tail and Quantile Estimation for Real-Valued β-Mixing Spatial Data
Tchazino, Tchamie
Dabo-Niang, Sophie
Diop, Aliou
MATHEMATICAL METHODS OF STATISTICS, 2022, 31 (04) : 135 - 164
[29] Local linear spatial quantile regression
Hallin, Marc
Lu, Zudi
Yu, Keming
BERNOULLI, 2009, 15 (03) : 659 - 686
[30] Asymptotic properties for estimates of nonparametric regression model with martingale difference errors
Chen, Xia
STATISTICS, 2012, 46 (05) : 687 - 696

← 1 2 3 4 5 →