We derive the asymptotical distributions of two-sample U-statistics and two-sample empirical U-quantiles in the case of weakly dependent data. Our results apply to observations that can be represented as functionals of absolutely regular processes, including e.g. many classical time series...

We propose estimators for the parameters of a linear median regression without any assumption on the shape of the error distribution including no condition on the existence of moments allowing for heterogeneity (or heteroskedasticity) of unknown form, noncontinuous distributions, and very...