Asymptotic Normality of a Nonparametric Conditional Quantile Estimator for Random Fields

الملخص EN

Given a stationary multidimensional spatial process (Zi=(Xi,Yi)∈ℝd×ℝ,i∈ℤN), we investigate a kernel estimate of the spatial conditional quantile function of the response variable Yi given the explicative variable Xi.

Asymptotic normality of the kernel estimate is obtained when the sample considered is an α-mixing sequence.