Asymptotic Normality of a Nonparametric Conditional Quantile Estimator for Random Fields英文文献资料.docVIP

HindawiPublishingCorporation AdvancesinDecisionSciences Volume2011,ArticleID462157,35pages doi:10.1155/2011/462157 ResearchArticle Asymptotic NormalityofaNonparametric Conditional QuantileEstimatorforRandomFields SidiAliOuldAbdi, SophieDabo-Niang, 1 2 AliouDiop, andAhmedouneOuldAbdi 1 1 1LaboratoireLERSTAD,Universit′eGastonBerger,BP234,Saint-Louis, Senegal 2LaboratoireEQUIPPE, Universit′eCharlesDeGaulle,Lille3,MaisondelaRecherche, DomaineduPontdeBois,BP60149,59653Villeneuved’AscqCedex,France Correspondence shouldbeaddressedtoSophieDabo-Niang, sophie.dabo@univ-lille3.fr Received16August2011;Revised4November 2011;Accepted 6November 2011 Academic Editor:C.D.Lai Copyright q2011SidiAliOuldAbdietal. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction inanymedium,providedtheoriginalworkisproperlycited. Givenastationarymultidimensional spatialprocessZiXi,Yi∈Rd×R,i∈ZN,weinvestigate akernelestimate ofthespatialconditional quantile function oftheresponse variable Yigiventhe explicative variable Xi.Asymptotic normality ofthekernelestimate isobtained whenthesample considered isanα-mixingsequence. 1.Introduction Inthispaper,weareinterestedinnonparametricconditionalquantileestimationforspatial data. Spatial data are modeled as ?nite realizations of random ?elds that is stochastic processes indexed in ZN, the integer lattice points in the N-dimensional Euclidean space N ≥ 1. Such data are collected from di?erent locations on the earth and arise in a varietyof?elds,includingsoilscience,geology,oceanography,econometrics,epidemiology, environmental science, forestry, and many others; see Chil`es and Del?ner 1 , Guyon 2 , AnselinandFlorax3 ,Cressie4 ,orRipley5 . Inthecontextofspatialdata,theanalysisofthein?uenceofsomecovariatesonaresponse variable is particularly di?cult, due to the possibly highly complex spatial dependence amon