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

Zhengyan Lin, Degui Li

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7 Citations (Scopus)


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 languageEnglish
Pages (from-to)1214 - 1230
Number of pages17
JournalJournal of Multivariate Analysis
Issue number6
Publication statusPublished - 2007
Externally publishedYes

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