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