Nonparametric quantile regression for time series with replicated observations and its application to climate data
具有重复观测的时间序列非参数分位数回归及气候应用
This paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different values of the response. This type of data is abound in climate studies. To tackle such problems, our proposed method exploits the replicated nature of the data and improves on restrictive linear model structure of conventional quantile regression. Relevant asymptotic theory for the nonparametric…