- Tytuł:
- Kernel conditional quantile estimator under left truncation for functional regressors
- Autorzy:
-
Helal, N.
Said, E. O. - Powiązania:
- https://bibliotekanauki.pl/articles/255022.pdf
- Data publikacji:
- 2016
- Wydawca:
- Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
- Tematy:
-
almost sure convergence
functional variables
kernel estimator
Lynden-Bell estimator
small-ball probability
truncated data - Opis:
- 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.
- Źródło:
-
Opuscula Mathematica; 2016, 36, 1; 25-48
1232-9274
2300-6919 - Pojawia się w:
- Opuscula Mathematica
- Dostawca treści:
- Biblioteka Nauki
Artykuł