메뉴 건너뛰기




Volumn 37, Issue 17, 2008, Pages 2735-2759

Asymptotic results of a nonparametric conditional quantile estimator for functional time series

Author keywords

Almost complete convergence; Asymptotic normality; Conditional distribution function; Conditional quantile; Functional data; Kernel estimator; Strong mixing

Indexed keywords

ASYMPTOTIC NORMALITY; COMPLETE CONVERGENCE; CONDITIONAL DISTRIBUTION FUNCTION; CONDITIONAL QUANTILES; FUNCTIONAL DATA; KERNEL ESTIMATOR; STRONG-MIXING;

EID: 79961113850     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920802001870     Document Type: Article
Times cited : (33)

References (38)
  • 1
    • 0032221148 scopus 로고    scopus 로고
    • Convergence de l'estimateur à noyau de dérivées de RadonNikodym générales dans le cas mélangeant
    • Bensaïd, N., Fabre, J. P. (1998). Convergence de l'estimateur à noyau de dérivées de RadonNikodym générales dans le cas mélangeant. Canad. J. Statist. 26: 267-282.
    • (1998) Canad. J. Statist. , vol.26 , pp. 267-282
    • Bensaïd, N.1    Fabre, J.P.2
  • 2
    • 0011013461 scopus 로고    scopus 로고
    • Histogram estimation of Radon-Nikodym derivatives for strong mixing data
    • Bensaid, N., Oliveira, P. E. (2001). Histogram estimation of Radon-Nikodym derivatives for strong mixing data. Statistics 35: 569-592. (Pubitemid 33683311)
    • (2001) Statistics , vol.35 , Issue.4 , pp. 569-592
    • Bensaid, N.1    Oliveira, P.E.2
  • 3
    • 0000859323 scopus 로고    scopus 로고
    • Asymptotic normality of convergent estimates of conditional quantiles
    • Berlinet, A., Gannoun, A., Matzner-Løber, E. (2001). Asymptotic normality of the convergent estimates of conditional quantiles. Statistics 35: 139-169. (Pubitemid 33683685)
    • (2001) Statistics , vol.35 , Issue.2 , pp. 139-169
    • Berlinet, A.1    Gannoun, A.2    Matzner-Lober, E.3
  • 5
    • 0001001329 scopus 로고
    • Kernel and nearest neighbor estimation of conditional quantile. Ann
    • Bhattacharya, P. K., Gangopadhyay, A. (1990). Kernel and nearest neighbor estimation of conditional quantile. Ann. Statist. 18: 1400-1415.
    • (1990) Statist. , vol.18 , pp. 1400-1415
    • Bhattacharya, P.K.1    Gangopadhyay, A.2
  • 6
    • 42449156579 scopus 로고
    • General autoregressive conditional heteroskedasticity
    • Bollerslev, T. (1986). General autoregressive conditional heteroskedasticity. J. Econom. 31: 307-327.
    • (1986) J. Econom. , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 8
    • 0347241040 scopus 로고    scopus 로고
    • 1-median of Banach valued random variables
    • 1-median of Banach valued random variables. Statistics 35: 509-521.
    • (2001) Statistics , vol.35 , pp. 509-521
    • Cadre, B.1
  • 9
    • 0001742891 scopus 로고
    • Nonparametric estimates of regression quantiles and their local Bahadur representation
    • Chaudhuri, P. (1991a). Nonparametric estimates of regression quantiles and their local Bahadur representation. Ann. Statist. 19: 760-777.
    • (1991) Ann. Statist. , vol.19 , pp. 760-777
    • Chaudhuri, P.1
  • 10
    • 0001006930 scopus 로고
    • Global nonparametric estimation of conditional quantile functions and their derivatives
    • Chaudhuri, P. (1991b). Global nonparametric estimation of conditional quantile functions and their derivatives. J. Multivariate Anal. 39: 246-269.
    • (1991) J. Multivariate Anal. , vol.39 , pp. 246-269
    • Chaudhuri, P.1
  • 11
    • 0031534541 scopus 로고    scopus 로고
    • On average derivative quantile regression
    • Chaudhuri, P., Doksům, K., Samarov, A. (1997). On average derivative quantile regression. Ann. Statist. 25: 715-744.
    • (1997) Ann. Statist. , vol.25 , pp. 715-744
    • Chaudhuri, P.1    Doksům, K.2    Samarov, A.3
  • 12
    • 1842689670 scopus 로고    scopus 로고
    • Kernel density estimator in an infinite dimensional space with a rate of convergence in the case of diffusion process
    • Dabo-Niang, S. (2004). Kernel density estimator in an infinite dimensional space with a rate of convergence in the case of diffusion process. Appl. Math. Lett. 17: 381-386.
    • (2004) Appl. Math. Lett. , vol.17 , pp. 381-386
    • Dabo-Niang, S.1
  • 14
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation
    • Engle, R. F. (1982). Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation. Econométrica. 50: 987-1007.
    • (1982) Econométrica , vol.50 , pp. 987-1007
    • Engle, R.F.1
  • 16
    • 55549137473 scopus 로고    scopus 로고
    • Asymptotic normality of the kernel estimators of the conditional quantile in the normed space
    • Ezzahrioui, M., Ould-Saïd. E. (2008). Asymptotic normality of the kernel estimators of the conditional quantile in the normed space. Far East J. Theoret. Statist. 25: 15-38.
    • (2008) Far East J. Theoret. Statist. , vol.25 , pp. 15-38
    • Ezzahrioui, M.1    Ould-Saïd, E.2
  • 17
    • 0001762515 scopus 로고
    • Robust nonparametric function estimation
    • Fan, J., Hu, T. C., Truong, Y. K. (1994). Robust nonparametric function estimation. Scand. J. Statist. 21: 433-446.
    • (1994) Scand. J. Statist. , vol.21 , pp. 433-446
    • Fan, J.1    Hu, T.C.2    Truong, Y.K.3
  • 18
    • 0141989607 scopus 로고    scopus 로고
    • Curves discrimination: A nonparametric functional approach
    • DOI 10.1016/S0167-9473(03)00032-X
    • Ferraty, F., Vieu, P. (2003). Curves discrimination: a nonparametric functional approach. Computat. Statist. Data Anal. 44: 161-173. (Pubitemid 37256992)
    • (2003) Computational Statistics and Data Analysis , vol.44 , Issue.1-2 , pp. 161-173
    • Ferraty, F.1    Vieu, P.2
  • 19
    • 0842264210 scopus 로고    scopus 로고
    • Nonparametric models for functional data, with application in regression times series prediction and curves discrimination
    • Ferraty, F., Vieu, P. (2004). Nonparametric models for functional data, with application in regression times series prediction and curves discrimination. J. Nonparametric Statist. 16: 111-127.
    • (2004) J. Nonparametric Statist. , vol.16 , pp. 111-127
    • Ferraty, F.1    Vieu, P.2
  • 21
    • 33646504887 scopus 로고    scopus 로고
    • Estimating some characteristics of the conditional distribution in nonparametric functional models
    • DOI 10.1007/s11203-004-3561-3
    • Ferraty, F., Laksaci, A., Vieu, P. (2006). Estimating some characteristics of the conditional distribution in nonparametric functional models. Statist. Inf. for Stock Proc. 9: 47-76. (Pubitemid 43707600)
    • (2006) Statistical Inference for Stochastic Processes , vol.9 , Issue.1 , pp. 47-76
    • Ferraty, F.1    Laksaci, A.2    Vieu, P.3
  • 22
    • 52249117688 scopus 로고    scopus 로고
    • Advances in nonparametric regression for functional variables
    • Ferraty, F., Mas, A., Vieu, P. (2007). Advances in nonparametric regression for functional variables. Austral. New Zeal. J. Statist 49: 1-20.
    • (2007) Austral. New Zeal. J. Statist , vol.49 , pp. 1-20
    • Ferraty, F.1    Mas, A.2    Vieu, P.3
  • 23
    • 27944506861 scopus 로고    scopus 로고
    • Conditional quantiles for dependent functional data with application to the climatic El Niño phenomenon
    • Ferraty, F., Rabhi, A., Vieu, P. (2005). Conditional quantiles for dependent functional daa with application to the climatic El niño phenomenon. Sankhya 67: 378-398. (Pubitemid 41664256)
    • (2005) Sankhya: The Indian Journal of Statistics , vol.67 , Issue.2 , pp. 378-398
    • Ferraty, F.1    Rabhi, A.2    Vieu, P.3
  • 24
    • 0036448834 scopus 로고    scopus 로고
    • The functional nonparametric model and application to spectrometric data
    • Ferraty, F., Vieu, P. (2002). The functional nonparametric model and application to spectrometric data. Comput. Statist. Data Anal. 4: 545-564.
    • (2002) Comput. Statist. Data Anal. , vol.4 , pp. 545-564
    • Ferraty, F.1    Vieu, P.2
  • 25
    • 0000546952 scopus 로고    scopus 로고
    • Nonparametric estimation of the mode of a distribution of random curves
    • Gasser, T., Hall, P., Presnell, B. (1998). Nonparametric estimation of the mode of a distribution of random curves. J. Roy. Statist. Soc. Ser B 60: 681-691.
    • (1998) J. Roy. Statist. Soc. Ser B , vol.60 , pp. 681-691
    • Gasser, T.1    Hall, P.2    Presnell, B.3
  • 26
    • 1842676526 scopus 로고
    • Sur l'estimation d'une densité dans un espace métrique
    • Geffroy, J. (1974). Sur l'estimation d'une densité dans un espace métrique. C. R. Acad. Sci. Sér. A 278: 1449-1452.
    • (1974) C. R. Acad. Sci. Sér. A , vol.278 , pp. 1449-1452
    • Geffroy, J.1
  • 28
    • 6744250471 scopus 로고    scopus 로고
    • Nonparametric estimation of a conditional quantile for α-mixing processes
    • Honda, T. (2000). Nonparametric estimation of a conditional quantile for α-mixing processes. Ann. Inst. Statist. Math. 52: 459-470.
    • (2000) Ann. Inst. Statist. Math. , vol.52 , pp. 459-470
    • Honda, T.1
  • 29
    • 0001880945 scopus 로고
    • Nonlinear autoregressive processes
    • Jones, D. A. (1978). Nonlinear autoregressive processes. Proc. Roy. Soc. London A 360: 71-95.
    • (1978) Proc. Roy. Soc. London A , vol.360 , pp. 71-95
    • Jones, D.A.1
  • 30
    • 0001668087 scopus 로고
    • Mean squared error properties of kernel estimates of regression quantiles
    • Jones, M. C., Hall, P. (1990). Mean squared error properties of kernel estimates of regression quantiles. Statist. Probab. Lett. 10: 283-289.
    • (1990) Statist. Probab. Lett. , vol.10 , pp. 283-289
    • Jones, M.C.1    Hall, P.2
  • 31
    • 10244243742 scopus 로고    scopus 로고
    • Nonparametric regression estimation for dependent functional data: Asymptotic normality
    • Masry, E. (2005). Nonparametric regression estimation for dependent functional data: asymptotic normality. Stock Proc. Applic. 115: 155-177.
    • (2005) Stock Proc. Applic. , vol.115 , pp. 155-177
    • Masry, E.1
  • 32
    • 0001584680 scopus 로고
    • A smooth conditional quantile estimator and related applications of conditional empirical processes
    • Mehra, K. L., Rao M. S., Upadrasta, S. P. (1991). A smooth conditional quantile estimator and related applications of conditional empirical processes. J. Multivariate Anal. 37: 151-179.
    • (1991) J. Multivariate Anal. , vol.37 , pp. 151-179
    • Mehra, K.L.1    Rao, M.S.2    Upadrasta, S.P.3
  • 36
    • 38249022033 scopus 로고
    • Non-parametric estimation of conditional quantiles
    • Samanta, M. (1989). Non-parametric estimation of conditional quantiles. Statist. Probab. Lett. 7: 407-412.
    • (1989) Statist. Probab. Lett. , vol.7 , pp. 407-412
    • Samanta, M.1
  • 37
    • 21344438781 scopus 로고    scopus 로고
    • Robust estimation of smooth regression and spread functions and their derivatives
    • Welsh, A. H. (1996). Robust estimation of smooth regression and spread functions and their derivatives. Statist. Sínica 6: 347-366.
    • (1996) Statist. Sínica , vol.6 , pp. 347-366
    • Welsh, A.H.1
  • 38
    • 0030295609 scopus 로고    scopus 로고
    • A kernel estimator of a conditional quantile
    • Xiang, X. (1996). A kernel estimator of a conditional quantile. J. Multivariate Anal. 59: 206-216.
    • (1996) J. Multivariate Anal. , vol.59 , pp. 206-216
    • Xiang, X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.