Title: A nonparametric approach to deal with spatio temporal quantile regression problems
Authors: Soudeep Deb - Indian Institute of Management Bangalore (India) [presenting]
Subhrajyoty Roy - Indian Statistical Institute (India)
Claudia Neves - University of Reading (United Kingdom)
Abstract: The focus is on the quantile regression problems in spatio-temporal data. Such data appears in many economic and environmental applications. We develop a nonparametric technique that requires minimal assumptions and, in fact, can be used even when explicit information on the location is not available. Detailed asymptotic theory of our method is then derived. We also show the usefulness of the method through an extensive simulation study. Finally, a real-life application of electricity demand forecasting is carried out.