On Nonparametric Conditional Quantile Estimation for Non-stationary Random

Abstract

A kernel conditional quantile estimate of a real-valued non-stationary spatial process is proposed for a prediction goal at a non-observed location of the underlying process. The originality is based on the ability to take into account some local spatial dependency. Large sample properties based on almost complete and \(L^q\)-consistencies of the estimator are established. A numerical study is given in order to illustrate the performance of our methodology.