Asymptotic normality for L-1-norm kernel estimator of conditional median under association dependence

作者：Lin Zhengyan; Li Degui^*

来源：Journal of Multivariate Analysis, 2007, 98(6): 1214-1230.

DOI：10.1016/j.jmva.2006.07.003

• associated processes
• asymptotic normality
• conditional median
• L-1-norm kernel

Let {Xi, Yi}(i=1)(infinity) be a set of observations from a stationary jointly associated process and theta(x) be the conditional median, that is, theta(x) = inf{y : P (Y <=, y vertical bar X = x) >= (1/)(2)). We consider the problem of estimating theta(x) based on the L-1-norm kernel and establish asymptotic normality of the resulting estimator theta(n)(x).

• 出版日期2007-7
• 单位浙江大学