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

Let be a set of observations from a stationary jointly associated process and [theta](x) be the conditional median, that is, . We consider the problem of estimating [theta](x) based on the L1-norm kernel and establish asymptotic normality of the resulting estimator [theta]n(x).

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Year of publication:	2007
Authors:	Lin, Zhengyan ; Li, Degui
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 98.2007, 6, p. 1214-1230
Publisher:	Elsevier
Keywords:	Associated processes Asymptotic normality Conditional median L1-norm kernel

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005021328