Work

Quantile regression when the covariates are functions

Year: 2007

Type: preprint

Abstract: This paper deals with a linear model of regression on quantiles when the explanatory variable takes values in some functional space and the response is scalar. We propose a spline estimator of the functional coefficient that minimizes a penalized L1 type criterion. Then, we study the asymptotic behavior of this estimator. The penalization is of primary importance to get existence and convergence.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.math/0703056

Authors: Cardot, Hervé, Crambes, Christophe, Sarda, Pascal

Institutions: Centre d'économie et de sociologie appliquées à l'agriculture et aux espaces ruraux, Institut National de la Recherche Agronomique, Université Toulouse III - Paul Sabatier, Université Toulouse - Jean Jaurès

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2952885037

Cites: 17

Cited by:

Related to: 20