Abstract
We consider L-1-norm kernel estimator of the conditional median theta(x), x is an element of R-d for a wide class of stationary processes. Asymptotic normality of the resulting estimator theta(n)(x) is established under different regularity conditions on bandwidths. Applications of our main results are also given.
Original language | English |
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Title of host publication | Random Walk, Sequential Analysis and Related Topics |
Editors | AC Hsiung, Z Ying, CH Zhang |
Place of Publication | SINGAPORE |
Publisher | World Scientific Publishing |
Pages | 281-295 |
Number of pages | 15 |
ISBN (Print) | 978-981-270-355-2 |
Publication status | Published - 2006 |
Event | Festschrift in Honor of Yuan Shih Chow on Random Walk, Sequential Analysis and Related Topics - Shanghai Duration: 18 Jul 2004 → 19 Jul 2004 |
Conference
Conference | Festschrift in Honor of Yuan Shih Chow on Random Walk, Sequential Analysis and Related Topics |
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City | Shanghai |
Period | 18/07/04 → 19/07/04 |
Keywords
- stationary process
- REGRESSION QUANTILES
- conditional median
- MOVING AVERAGES
- LINEAR-PROCESSES
- asymptotic normality
- DENSITY-ESTIMATION
- L-1-norm kernel estimation