The L1-norm kernel estimator of conditional median for stationary processes

被引：0
|
作者：
Lin, Zhengyan [1 ]
Li, Degui [2 ]
机构：
[1] Zhejiang Univ, Dept Math, Xixi Campus, Hangzhou 310028, Zhejiang, Peoples R China
[2] Zhejiang Univ, Dept Math, Xixi Campus, Hangzhou 310027, Zhejiang, Peoples R China
来源：
RANDOM WALK, SEQUENTIAL ANALYSIS AND RELATED TOPICS: A FESTSCHRIFT IN HONOR OF YUAN-SHIH CHOW | 2006年
基金：
中国国家自然科学基金;
关键词：
asymptotic normality; conditional median; L-1-norm kernel estimation; stationary process;
D O I：
10.1142/9789812772558_0019
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
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页码：281 / +
页数：3
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