Abstract
Let View the MathML source be a set of observations from a stationary jointly associated process and I?(x) be the conditional median, that is, View the MathML source. We consider the problem of estimating I?(x) based on the L1-norm kernel and establish asymptotic normality of the resulting estimator I?n(x).
Original language | English |
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Pages (from-to) | 1214 - 1230 |
Number of pages | 17 |
Journal | Journal of Multivariate Analysis |
Volume | 98 |
Issue number | 6 |
DOIs | |
Publication status | Published - 2007 |
Externally published | Yes |