Local linear estimation of the conditional quantile for censored data and functional regressors

Sara Leulmi

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 14, 3286-3300

Abstract: We introduce a local linear estimation of the conditional quantile of a censored scalar response variable, given a functional covariate. The rates of the pointwise and the uniform almost-complete convergences, of the conditional distribution estimator, are established. Then, we deduce the uniform almost-complete convergence of the obtained conditional quantile estimator. A simulation study is used to investigate the performance of a studied new estimator with respect to the kernel method.

Date: 2021
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DOI: 10.1080/03610926.2019.1692033

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