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

^*此作品的通讯作者

CAS - Institute of Applied Mathematics
Hong Kong Polytechnic University
Texas A&M University
Frontier Science & Technology Research Foundation

科研成果: 期刊稿件 › 文章 › 同行评审

5 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	205-219
页数	15
期刊	Journal of Nonparametric Statistics
卷	15
期	2
DOI	https://doi.org/10.1080/1048525031000089293
出版状态	已出版 - 4月 2003
已对外发布	是

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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",

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AU - Zhou, Yong

AU - Liang, Hua

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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

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