The conditional quantile function in the single-index

The main contribution of the present paper is to give the conditional quantile estimator and we establish the pointwise and the almost complete convergence of the kernel estimate of this model in the functional single-index model.

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Publication Details

Journal
Acta Universitatis Sapientiae Mathematica
Published
2025-02-19
DOI
https://doi.org/10.47745/ausm-2024-0014
Primary Topic
Financial Risk and Volatility Modeling
Type
article
Field-Weighted Citation Impact
0.00

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article

The conditional quantile function in the single-index

Kheira Mecheri
Acta Universitatis Sapientiae Mathematica
Financial Risk and Volatility Modeling
article

The conditional quantile function in the single-index

Kheira Mecheri
article en

Abstract

The main contribution of the present paper is to give the conditional quantile estimator and we establish the pointwise and the almost complete convergence of the kernel estimate of this model in the functional single-index model.

Acta Universitatis Sapientiae MathematicaVol. 16(1)
University of Béjaïa (DZ)
Direction Générale de la Recherche Scientifique et du Développement Technologique
Openalex Percentile: Top 93%
Financial Risk and Volatility Modeling
DOIOpen Access PDFOpenAlex
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The conditional quantile function in the single-index — Kheira Mecheri · Acta Universitatis Sapientiae Mathematica (2025) | TGRS Research Map | TGRS