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* Corresponding author 1 Probabilités et statistiques IECL - Institut Élie Cartan de Lorraine 2 BIGS - Biology, genetics and statistics Inria Nancy - Grand Est, IECL - Institut Élie Cartan de Lorraine 3 IRMA - Institut de Recherche Mathématique Avancée

Abstract : In this paper, we establish uniform asymptotic certainty bands for the conditional cumulative distribution function. To this aim, we give exact rate of strong uniform consistency for the local linear estimator of this function. The corollaries of this result are the asymptotic certainty bands for the quantiles and the regression function. We illustrate our results with simulations.

Mots-clés : Conditional cumulative distribution function local polynomial estimator uniform asymptotic certainty bands regression function quantiles





Author: Aurélie Muller-Gueudin - Sandie Ferrigno - Myriam Maumy-Bertrand -

Source: https://hal.archives-ouvertes.fr/



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