Note on conditional quantiles for functional ergodic data

Fatima Benziadi; Ali Laksaci; Fethallah Tebboune

doi:10.1016/j.crma.2016.03.005

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Note on conditional quantiles for functional ergodic data

Presented by: the Editorial Board

Fatima Benziadi ¹; Ali Laksaci ²; Fethallah Tebboune ³

¹ Université Moulay Taher de Saida, Algeria
² Laboratoire Statistique et Processus stochastiques, Université Djillali-Liabès, BP 89, S. B. A. 22000, Algeria
³ Université Djillali-Liabes, Sidi Bel Abbès, Algeria

Comptes Rendus. Mathématique, Volume 354 (2016) no. 6, pp. 628-633.

Abstract
Résumé

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.

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.

Received: 2013-11-14
Accepted: 2016-03-11
Published online: 2016-04-11

DOI: 10.1016/j.crma.2016.03.005

Author's affiliations:

Fatima Benziadi ¹; Ali Laksaci ²; Fethallah Tebboune ³

¹ Université Moulay Taher de Saida, Algeria
² Laboratoire Statistique et Processus stochastiques, Université Djillali-Liabès, BP 89, S. B. A. 22000, Algeria
³ Université Djillali-Liabes, Sidi Bel Abbès, Algeria

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     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},
}

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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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