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What is Nonparametric Estimation of CHQF about?

This paper presents a nonparametric kernel estimator for the conditional hazard quantile function (CHQF) of a scalar response variable given a functional random variable. The authors establish the almost complete consistency and asymptotic normality of the estimator under certain conditions, generalizing previous work on conditional quantiles. The study emphasizes the relevance of functional data analysis in various applications involving continuous-time stochastic processes.

Author

Imane Mtms

Language

EN