Type: Article
Publication Date: 2005-10-01
Citations: 99
DOI: https://doi.org/10.1080/10485250500303015
This article deals with a linear model of regression on quantiles when the explanatory variable takes values in some functional space and the response is scalar. We propose a spline estimator of the functional coefficient that minimizes a penalized L 1 type criterion. Then, we study the asymptotic behavior of this estimator. The penalization is of primary importance to get existence and convergence.