Estimation of conditional L1-median from dependent observations

Alain Berlinet, Benoît Cadre and Ali Gannoun

Statistics & Probability Letters, 2001, vol. 55, issue 4, 353-358

Abstract: Let Q be a conditional distribution with L1-median [mu] and let {Qn} be a sequence of conditional distributions converging in some sense to Q. Then the L1-medians {[mu]n} of distributions {Qn} are natural estimates of [mu]. In the case where {Qn} is a sequence of kernel estimates we give conditions ensuring that {[mu]n} is a well-defined sequence of continuous functions converging to [mu] uniformly on compact sets.

Keywords: Conditional L1-median Non-parametric estimation; Non-i.i.d. observations (search for similar items in EconPapers)
Date: 2001
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