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Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence
Zhou, Y; Liang, H
2000-04-01
Source PublicationJOURNAL OF MULTIVARIATE ANALYSIS
ISSN0047-259X
Volume73Issue:1Pages:136-154
AbstractLet (X-1, Y-1), (X-2, Y-2),.... be d + 1 dimensional random vectors which are distributed as (X, Y). Let 0(x) be the conditional median, that is, 0(x) = inf{ y: P( Y less than or equal to y\ X = x) greater than or equal to 1/2}. We consider the problem of estimating 0(x) from the data which are alpha-mixing dependence. L-1-norm kernel estimators of conditional median of weakly dependent random variables are proposed and the asymptotic normality of the resulting estimators is derived. (C) 2000 Academic Press.
Keywordalpha-mixing dependence L-1-norm kernel estimator conditional median asymptotic normality
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000086474200008
PublisherACADEMIC PRESS INC
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/15485
Collection中国科学院数学与系统科学研究院
Corresponding AuthorZhou, Y
Affiliation1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
2.Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Zhou, Y,Liang, H. Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2000,73(1):136-154.
APA Zhou, Y,&Liang, H.(2000).Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence.JOURNAL OF MULTIVARIATE ANALYSIS,73(1),136-154.
MLA Zhou, Y,et al."Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence".JOURNAL OF MULTIVARIATE ANALYSIS 73.1(2000):136-154.
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