Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence

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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
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	73 期号:1 页码:136-154
摘要	Let (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.
关键词	alpha-mixing dependence L-1-norm kernel estimator conditional median asymptotic normality
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000086474200008
出版者	ACADEMIC PRESS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15485
专题	应用数学研究所
通讯作者	Zhou, Y
作者单位	1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 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.