Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence

Zhengyan Lin and Degui Li

Journal of Multivariate Analysis, 2007, vol. 98, issue 6, 1214-1230

Abstract: Let be a set of observations from a stationary jointly associated process and [theta](x) be the conditional median, that is, . We consider the problem of estimating [theta](x) based on the L1-norm kernel and establish asymptotic normality of the resulting estimator [theta]n(x).

Keywords: Associated; processes; Asymptotic; normality; Conditional; median; L1-norm; kernel (search for similar items in EconPapers)
Date: 2007
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