Kernel conditional quantile estimator under left truncation for functional regressors

• Autorzy: Helal N. , Said E. O.

Identyfikatory

DOI

http://dx.doi.Org/10.7494/OpMath.2016.36.l.25

• Języki publikacji: EN

Abstrakty

EN

Let Y be a random real response which is subject to left-truncation by another random variable T. In this paper, we study the kernel conditional quantile estimation when the covariable X takes values in an infinite-dimensional space. A kernel conditional quantile estimator is given under some regularity conditions, among which in the small-ball probability, its strong uniform almost sure convergence rate is established. Some special cases have been studied to show how our work extends some results given in the literature. Simulations are drawn to lend further support to our theoretical results and assess the behavior of the estimator for finite samples with different rates of truncation and sizes.

Słowa kluczowe

EN

almost sure convergence; functional variables; kernel estimator; Lynden-Bell estimator; small-ball probability; truncated data

• Wydawca: AGH University of Science and Technology Press
• Czasopismo: Opuscula Mathematica
• Rocznik: 2016
• Tom: Vol. 36, no. 1
• Strony: 25--48
• Opis fizyczny: Bibliogr. 38 poz., rys.

Twórcy

autor

Helal N.

• Departement de Mathematiques Universite Djillali Liabes BP 89, 22000, Sidi Bel Abbes, Algeria

autor

Said E. O.

• Universite Lille Nord de France F-59000 Lille, France ULCO, LMPA, CS: 80699 Calais, France

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Uwagi

Opracowanie ze środków MNiSW w ramach umowy 812/P-DUN/2016 na działalność upowszechniającą naukę.