Advances and Applications in Statistics
Volume 23, Issue 2, Pages 107 - 134
(August 2011)
|
|
ASYMPTOTIC NORMALITY OF THE NONPARAMETRIC CONDITIONAL QUANTILE UNDER CENSORSHIP FOR DEPENDENT FUNCTIONAL DATA
Mostefa El Bahi
|
Abstract: Let be a vector of random variables (rv’s), where T, C and X are, respectively, the interest variable, a right censoring random variable and a covariable. In this paper, we study the kernel conditional quantile estimation for dependent functional data. An estimator is given and, under some regularity conditions, we establish the asymptotic normality of the kernel estimator of the conditional quantile. |
Keywords and phrases: asymptotic normality, censored data, dependent functional data, conditional quantile, kernel estimator, concentration measure. |
|
Number of Downloads: 374 | Number of Views: 1224 |
|