We consider nonparametric estimation of conditional medians for time series data. The time series data are generated from two mutually independent linear processes. The linear processes may show long-range dependence.The estimator of the conditional medians is based on minimizing the locally...

Given a sample of a d-dimensional design variable X and observations of the corresponding values of a measurable function m:Rd→R without additional errors, we are interested in estimating m on whole Rd such that the L1 error (with integration with respect to the design measure) of the estimate...