Quantile regression when the covariates are functions
Statistics Theory
2016-08-14 v1 Statistics Theory
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.
Cite
@article{arxiv.math/0703056,
title = {Quantile regression when the covariates are functions},
author = {Hervé Cardot and Christophe Crambes and Pascal Sarda},
journal= {arXiv preprint arXiv:math/0703056},
year = {2016}
}