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

Zhengyan Lin; Degui Li

doi:10.1016/j.jmva.2006.07.003

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

Zhengyan Lin, Degui Li

Research output: Contribution to journal › Article › Research › peer-review

7 Citations (Scopus)

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
Pages (from-to)	1214 - 1230
Number of pages	17
Journal	Journal of Multivariate Analysis
Volume	98
Issue number	6
DOIs	https://doi.org/10.1016/j.jmva.2006.07.003
Publication status	Published - 2007
Externally published	Yes

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10.1016/j.jmva.2006.07.003

Cite this

@article{3962efe01f2e4b8098f81105970482bd,

title = "Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence",

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).",

author = "Zhengyan Lin and Degui Li",

year = "2007",

doi = "10.1016/j.jmva.2006.07.003",

language = "English",

volume = "98",

pages = "1214 -- 1230",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

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T1 - Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence

AU - Lin, Zhengyan

AU - Li, Degui

PY - 2007

Y1 - 2007

N2 - 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).

AB - 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).

U2 - 10.1016/j.jmva.2006.07.003

DO - 10.1016/j.jmva.2006.07.003

M3 - Article

VL - 98

SP - 1214

EP - 1230

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

SN - 0047-259X

IS - 6

ER -