Estimation of conditional L1-median from dependent observations

Let Q be a conditional distribution with L1-median [mu] and let {Qn} be a sequence of conditional distributions converging in some sense to Q. Then the L1-medians {[mu]n} of distributions {Qn} are natural estimates of [mu]. In the case where {Qn} is a sequence of kernel estimates we give conditions ensuring that {[mu]n} is a well-defined sequence of continuous functions converging to [mu] uniformly on compact sets.

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Year of publication:	2001
Authors:	Berlinet, Alain ; Cadre, Benoît ; Gannoun, Ali
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 55.2001, 4, p. 353-358
Publisher:	Elsevier
Subject:	Conditional L1-median Non-parametric estimation \| Non-i.i.d. observations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074818