ASYMPTOTIC PROPERTIES FOR L 1 NORM KERNEL ESTIMATOR OF CONDITIONAL MEDIAN UNDER DEPENDENCE
Authors:
Yong Zhou a;
Hua Liang b
| Affiliations: | a Institute of Applied Mathematics, Beijing 100080, China. |
| b Department of Statistics, Texas A & M University, College Station, TX 77843, USA. |
DOI:
10.1080/1048525031000089293
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 17
Formats available:
PDF
(English)
View Article:
View Article (PDF)
Abstract
This paper is concerned with asymptotic properties for L 1 -norm kernel estimator of conditional median for nonparametric regression models under the dependent case. The authors give the optimal convergence rates of the estimator for the case of
-mixing and β-mixing samples on weak conditions.
|
Keywords:
-mixing;
β-mixing;
Conditional Median;
L 1-norm;
Kernel Estimator
|
| view references (17) |

Download Citation


-mixing and β-mixing samples on weak conditions.
CiteULike
Del.icio.us
BibSonomy
Connotea