Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence
AbstractLet be a set of observations from a stationary jointly associated process and [theta](x) be the conditional median, that is, . We consider the problem of estimating [theta](x) based on the L1-norm kernel and establish asymptotic normality of the resulting estimator [theta]n(x).
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 98 (2007)
Issue (Month): 6 (July)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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