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A non-parametric estimation of the conditional quantile for truncated and functional data

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  • Halima Boudada

Abstract

In this paper, we propose a local linear estimator for the conditional distribution function in the case where the real response variable is subject to left-truncation by another random variable (r.v.) and the covariate is of functional type. Under regular assumptions, both of the pointwise and the uniform almost sure convergences, of the proposed estimator, are established. Then, we deduce the uniform almost sure convergence of the obtained conditional quantile estimator. A simulation study is used to illustrate the performance of our estimator with respect to the kernel method.

Suggested Citation

  • Halima Boudada, 2022. "A non-parametric estimation of the conditional quantile for truncated and functional data," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, vol. 21(1), pages 127-140.
    • Handle: RePEc:ids:ijmore:v:21:y:2022:i:1:p:127-140
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