Uniform estimation of isobars

• Type: Article in International Scientific Journal
• Date: 2019

Authors

Barme Delcroix, MF (Author) Other; Margarida Brito (Author) FCUP

Journal

The Journal is awaiting validation by the Administrative Services.

Title: STATISTICS & PROBABILITY LETTERS

Vol. 148

Pages: 94-100

ISSN: 0167-7152

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Other information

Authenticus ID: P-00Q-DAP

DOI: 10.1016/j.spl.2019.01.012

Abstract (EN): The ordering of a multivariate sample is not natural and several definitions have been proposed in the literature. We consider here a multivariate sample ordered according to an increasing family of conditional quantile surfaces, isobar surfaces. We introduce a nonparametric estimator, called isogram, and establish the uniform a.s. consistency of these estimators. In particular, we show that, under some regularity conditions, the strong behaviour of the isograms is determined by the corresponding behaviour of suitable defined histogram-type estimators of the underlying conditional distribution function. Consequently, we begin our study by investigating the strong limiting behaviour of these estimators. © 2019 Elsevier B.V.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 7