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

被引：6

作者：

Lin, Zhengyan ^{[1
]}

Li, Degui ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310027, Peoples R China

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2007年 / 98卷 / 06期

基金：

高等学校博士学科点专项科研基金; 中国国家自然科学基金;

关键词：

associated processes; asymptotic normality; conditional median; L-1-norm kernel;

D O I：

10.1016/j.jmva.2006.07.003

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：

Let {Xi, Yi}(i=1)(infinity) be a set of observations from a stationary jointly associated process and theta(x) be the conditional median, that is, theta(x) = inf{y : P (Y <=, y vertical bar X = x) >= (1/)(2)). We consider the problem of estimating theta(x) based on the L-1-norm kernel and establish asymptotic normality of the resulting estimator theta(n)(x). (c) 2006 Elsevier Inc. All rights reserved.

引用

页码：1214 / 1230

页数：17

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