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
收藏
页码：254 / 283
页数：30
相关论文
共 50 条
  • [41] Asymptotic properties of a nonparametric conditional density estimator in the local linear estimation for functional data via a functional single-index model
    Benaissa, Fadila
    Gagui, Abdelmalek
    Chouaf, Abdelhak
    STATISTICAL THEORY AND RELATED FIELDS, 2022, 6 (03) : 208 - 219
  • [42] Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
    Tai, Lingnan
    Tao, Li
    Pan, Jianxin
    Tang, Man-lai
    Yu, Keming
    Haerdle, Wolfgang Karl
    Tian, Maozai
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2025, 206
  • [43] NONPARAMETRIC INFERENCE OF QUANTILE CURVES FOR NONSTATIONARY TIME SERIES
    Zhou, Zhou
    ANNALS OF STATISTICS, 2010, 38 (04) : 2187 - 2217
  • [44] Asymptotic Behavior of a Nonparametric Estimator of the Renewal Function for Random Fields
    Andriamampionona, Livasoa
    Harison, Victor
    Harel, Michel
    MATHEMATICS, 2023, 11 (19)
  • [45] Local asymptotics for nonparametric quantile regression with regression splines
    Zhao, Weihua
    Lian, Heng
    STATISTICS & PROBABILITY LETTERS, 2016, 117 : 209 - 215
  • [46] Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and -Mixing Conditions
    Wang, Jiang-Feng
    Liang, Han-Ying
    Fan, Guo-Liang
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2011, 40 (14) : 2462 - 2486
  • [47] Spatial interpolation of coal properties using geographic quantile regression forest
    Maxwell, Kane
    Rajabi, Mojtaba
    Esterle, Joan
    INTERNATIONAL JOURNAL OF COAL GEOLOGY, 2021, 248
  • [48] Nonparametric Spatial Prediction
    Gérard Biau
    Benoît Cadre
    Statistical Inference for Stochastic Processes, 2004, 7 (3) : 327 - 349
  • [49] Nonparametric robust regression estimation for censored data
    Lemdani, Mohamed
    Said, Elias Ould
    STATISTICAL PAPERS, 2017, 58 (02) : 505 - 525
  • [50] ASYMPTOTIC NORMALITY OF THE NONPARAMETRIC KERNEL ESTIMATION OF THE CONDITIONAL HAZARD FUNCTION FOR LEFT-TRUNCATED AND DEPENDENT DATA
    Meijuan Ou
    Xianzhu Xiong
    Yi Wang
    AnnalsofAppliedMathematics, 2018, 34 (04) : 395 - 406
12345