Article ID Journal Published Year Pages File Type
1146788 Journal of Multivariate Analysis 2007 17 Pages PDF
Abstract

Let be a set of observations from a stationary jointly associated process and θ(x) be the conditional median, that is, . We consider the problem of estimating θ(x) based on the L1-norm kernel and establish asymptotic normality of the resulting estimator θn(x).

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis