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Conditional L1-median Non-parametric estimation 1 Non-i.i.d. observations 1
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Berlinet, Alain 1 Cadre, Benoît 1 Gannoun, Ali 1
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Statistics & Probability Letters 1
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Estimation of conditional L1-median from dependent observations
Berlinet, Alain; Cadre, Benoît; Gannoun, Ali - In: Statistics & Probability Letters 55 (2001) 4, pp. 353-358
Let Q be a conditional distribution with L1-median [mu] and let {Qn} be a sequence of conditional distributions converging in some sense to Q. Then the L1-medians {[mu]n} of distributions {Qn} are natural estimates of [mu]. In the case where {Qn} is a sequence of kernel estimates we give...
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