Dans cette Note, nous étudions l'estimateur à noyau récursif des quantiles conditionnels d'une variable réponse réelle Y sachant une variable aléatoire fonctionnelle X. Nous établissons la convergence presque complète de cet estimateur estimation lorsque les observations ont une corrélation ergodique.
In this Note, we study the recursive kernel estimator of the conditional quantile of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space. We establish the almost complete consistency of this estimate when the observations are sampled from a functional ergodic process.
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Fatima Benziadi 1 ; Ali Laksaci 2 ; Fethallah Tebboune 3
@article{CRMATH_2016__354_6_628_0, author = {Fatima Benziadi and Ali Laksaci and Fethallah Tebboune}, title = {Note on conditional quantiles for functional ergodic data}, journal = {Comptes Rendus. Math\'ematique}, pages = {628--633}, publisher = {Elsevier}, volume = {354}, number = {6}, year = {2016}, doi = {10.1016/j.crma.2016.03.005}, language = {en}, }
TY - JOUR AU - Fatima Benziadi AU - Ali Laksaci AU - Fethallah Tebboune TI - Note on conditional quantiles for functional ergodic data JO - Comptes Rendus. Mathématique PY - 2016 SP - 628 EP - 633 VL - 354 IS - 6 PB - Elsevier DO - 10.1016/j.crma.2016.03.005 LA - en ID - CRMATH_2016__354_6_628_0 ER -
Fatima Benziadi; Ali Laksaci; Fethallah Tebboune. Note on conditional quantiles for functional ergodic data. Comptes Rendus. Mathématique, Volume 354 (2016) no. 6, pp. 628-633. doi : 10.1016/j.crma.2016.03.005. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2016.03.005/
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