Robust quantile estimation and prediction for spatial processes

Sophie Dabo-Niang and Baba Thiam ()

Statistics & Probability Letters, 2010, vol. 80, issue 17-18, 1447-1458

Abstract: In this paper, we present a statistical framework for modeling conditional quantiles of spatial processes assumed to be strongly mixing in space. We establish the L1 consistency and the asymptotic normality of the kernel conditional quantile estimator in the case of random fields. We also define a nonparametric spatial predictor and illustrate the methodology used with some simulations.

Keywords: Spatial; processes; Kernel; estimate; Conditional; quantile; Spatial; prediction (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (5)

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