Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146788 | Journal of Multivariate Analysis | 2007 | 17 Pages |
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