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Article Dans Une Revue Afrika Statistika Année : 2021

On Nonparametric Conditional Quantile Estimation for Non-stationary Random

Serge-Hippolyte Arnaud Kanga
  • Fonction : Auteur
Ouagnina Hili
  • Fonction : Auteur

Résumé

A kernel conditional quantile estimate of a real-valued non-stationary spatial process is proposed for a prediction goal at a non-observed location of the underlying process. The originality is based on the ability to take into account some local spatial dependency. Large sample properties based on almost complete and \(L^q\)-consistencies of the estimator are established. A numerical study is given in order to illustrate the performance of our methodology.

Dates et versions

hal-03527760 , version 1 (16-01-2022)

Identifiants

Citer

Serge-Hippolyte Arnaud Kanga, Ouagnina Hili, Sophie Dabo-Niang. On Nonparametric Conditional Quantile Estimation for Non-stationary Random. Afrika Statistika, 2021, 16 (4), pp.3009-3039. ⟨10.16929/as/2021.3009.193⟩. ⟨hal-03527760⟩
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