Local linear estimation of the conditional quantile for censored data and functional regressors
Abstract We introduce a local linear estimation of the conditional quantile of a censored scalar response variable, given a functional covariate. The rates of the pointwise and the uniform almost-complete convergences, of the conditional distribution estimator, are established. Then, we deduce the uniform almost-complete convergence of the obtained conditional quantile estimator. A simulation study is used to investigate the performance of a studied new estimator with respect to the kernel method.