Asymptotic Normality of a Nonparametric Conditional Quantile Estimator for Random Fields

摘要

Given a stationary multidimensional spatial process (?i=(?i,?i)∈ℝ?×ℝ,i∈ℤ?), we investigate a kernel estimate of the spatial conditional quantile function of the response variable ?i given the explicative variable ?i. Asymptotic normality of the kernel estimate is obtained when the sample considered is an ?-mixing sequence.