Asymptotic properties for L1 norm kernel estimator of conditional median under dependence

Yong Zhou; Hua Liang

doi:10.1080/1048525031000089293

Asymptotic properties for L₁ norm kernel estimator of conditional median under dependence

Yong Zhou^*
, Hua Liang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

This paper is concerned with asymptotic properties for L₁-norm kernel estimator of conditional median for nonparametric regression models under the dependent case. The authors give the optimal convergence rates of the estimator for the case of α-mixing and β-mixing samples on weak conditions.

Original language	English
Pages (from-to)	205-219
Number of pages	15
Journal	Journal of Nonparametric Statistics
Volume	15
Issue number	2
DOIs	https://doi.org/10.1080/1048525031000089293
State	Published - Apr 2003
Externally published	Yes

Keywords

Conditional median
Kernel estimator
L-norm
α-mixing
β-mixing

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10.1080/1048525031000089293

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title = "Asymptotic properties for L1 norm kernel estimator of conditional median under dependence",

abstract = "This paper is concerned with asymptotic properties for L1-norm kernel estimator of conditional median for nonparametric regression models under the dependent case. The authors give the optimal convergence rates of the estimator for the case of α-mixing and β-mixing samples on weak conditions.",

keywords = "Conditional median, Kernel estimator, L-norm, α-mixing, β-mixing",

author = "Yong Zhou and Hua Liang",

year = "2003",

month = apr,

doi = "10.1080/1048525031000089293",

language = "英语",

volume = "15",

pages = "205--219",

journal = "Journal of Nonparametric Statistics",

issn = "1048-5252",

publisher = "Taylor and Francis Ltd.",

number = "2",

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TY - JOUR

T1 - Asymptotic properties for L1 norm kernel estimator of conditional median under dependence

AU - Zhou, Yong

AU - Liang, Hua

PY - 2003/4

Y1 - 2003/4

N2 - This paper is concerned with asymptotic properties for L1-norm kernel estimator of conditional median for nonparametric regression models under the dependent case. The authors give the optimal convergence rates of the estimator for the case of α-mixing and β-mixing samples on weak conditions.

AB - This paper is concerned with asymptotic properties for L1-norm kernel estimator of conditional median for nonparametric regression models under the dependent case. The authors give the optimal convergence rates of the estimator for the case of α-mixing and β-mixing samples on weak conditions.

KW - Conditional median

KW - Kernel estimator

KW - L-norm

KW - α-mixing

KW - β-mixing

UR - https://www.scopus.com/pages/publications/0038170004

U2 - 10.1080/1048525031000089293

DO - 10.1080/1048525031000089293

M3 - 文章

AN - SCOPUS:0038170004

SN - 1048-5252

VL - 15

SP - 205

EP - 219

JO - Journal of Nonparametric Statistics

JF - Journal of Nonparametric Statistics

IS - 2

ER -

Asymptotic properties for L₁ norm kernel estimator of conditional median under dependence

Abstract

Keywords

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