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http://hdl.handle.net/20.500.12358/24034
Titleالتقدير المشترك للممئينات المشروطة لعملية متوقفة قطعاً
Title in Arabicالتقدير المشترك للممئينات المشروطة لعملية متوقفة قطعاً
Abstract

In this paper, the kernel estimation of the conditional quantiles for a strictly stationary stochastic process satisfying the strong mixing condition, which was proposed by Abberger (1997) is studied. Under some mild conditions, the joint asymptotic normality of the kernel estimation of several conditional quantiles estimated at the same conditional point and the joint asymptotic normality of the kernel estimation of the same conditional quantile estimated at different conditional points are established. The performance of the estimations is tested by an application for a real life data .

Authors
Salha, Raid B.
TypeJournal Article
Date2010
Languageالعربية
Subjects
62g08
conditional quantile
joint asymptotic normality
mixing conditions 2000msc: 62g07
kernel estimation
Published inIUG Journal for Natural and Engineering Studies
SeriesVolume: 18, Number: 1
Publisherالجامعة الإسلامية - غزة
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  • Staff Publications- Faculty of Science [1066]
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The institutional repository of the Islamic University of Gaza was established as part of the ROMOR project that has been co-funded with support from the European Commission under the ERASMUS + European programme. This publication reflects the views only of the author, and the Commission cannot be held responsible for any use which may be made of the information contained therein.

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The institutional repository of the Islamic University of Gaza was established as part of the ROMOR project that has been co-funded with support from the European Commission under the ERASMUS + European programme. This publication reflects the views only of the author, and the Commission cannot be held responsible for any use which may be made of the information contained therein.

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