Statistical modeling and inference problems with sample sizes substantially smaller than the number of available covariates are challenging. This is known as large p small n problem. Furthermore, the problem is more complicated when we have multiple correlated responses. We develop multivariate...

This paper deals with a nonparametric estimation of conditional quantile regression when the explanatory variable X takes its values in a bounded subspace of a functional space X and the response Y takes its values in a compact of the space Y≔R. The functional observations, X1,…,Xn, are...