Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence

  • Authors:

  • Zhengyan Lin;Degui Li

  • Affiliations:

  • Department of Mathematics, Zhejiang University, Hangzhou 310027, China;Department of Mathematics, Zhejiang University, Hangzhou 310027, China

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2007

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Abstract

Let {X"i,Y"i}"i"="1^~ be a set of observations from a stationary jointly associated process and @q(x) be the conditional median, that is, @q(x)=inf{y:P(Y==12}. We consider the problem of estimating @q(x) based on the L"1-norm kernel and establish asymptotic normality of the resulting estimator @q"n(x).