Nonparametric estimation of conditional medians for linear and related processes

Toshio Honda

Annals of the Institute of Statistical Mathematics, 2010, vol. 62, issue 6, 995-1021

Keywords: Local linear estimator; Least absolute deviation regression; Conditional quantiles; Linear processes; Short-range dependence; Long-range dependence; Random design; Martingale CLT; Simulation study (search for similar items in EconPapers)
Date: 2010
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Working Paper: Nonparametric Estimation of Conditional Medians for Linear and Related Processes (2007)
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DOI: 10.1007/s10463-008-0203-3

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