✦ LIBER ✦
Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under α-Mixing Dependence
✍ Scribed by Yong Zhou; Hua Liang
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 192 KB
- Volume
- 73
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
✦ Synopsis
Let (X 1 , Y 1 ), (X 2 , Y 2 ), ..., be d+1 dimensional random vectors which are distributed as (X, Y). Let %(x) be the conditional median, that is,
We consider the problem of estimating %(x) from the data (X 1 , Y 1 ), ..., (X n , Y n ) which are :-mixing dependence. L 1 -norm kernel estimators of conditional median of weakly dependent random variables are proposed and the asymptotic normality of the resulting estimators is derived.