Conditional quantile estimation under LTRC model with functional regressors

Abstract

In this paper, we study a kernel-based estimator of the conditional quantile function for a response variable Y subject to left truncation and right censoring (LTRC), with a functional covariate X. We establish the consistency properties with the rate of this estimator when the observations are independent and identically distributed. The performance of the proposed estimator is illustrated through simulations and a real-data application.