Nonparametric estimation of conditional medians for linear and related processes
| Year of publication: |
2010
|
|---|---|
| Authors: | Honda, Toshio |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 62.2010, 6, p. 995-1021
|
| Publisher: |
Springer |
| Subject: | Local linear estimator | Least absolute deviation regression | Conditional quantiles | Linear processes | Short-range dependence | Long-range dependence | Random design | Martingale CLT | Simulation study |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775933