Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence
文献类型：期刊论文
| 作者 | Zhou, Y ; Liang, H
|
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2000-04-01 |
| 卷号 | 73期号:1页码:136-154 |
| 关键词 | alpha-mixing dependence L-1-norm kernel estimator conditional median asymptotic normality |
| ISSN号 | 0047-259X |
| 英文摘要 | Let (X-1, Y-1), (X-2, Y-2),.... be d + 1 dimensional random vectors which are distributed as (X, Y). Let 0(x) be the conditional median, that is, 0(x) = inf{ y: P( Y less than or equal to y\ X = x) greater than or equal to 1/2}. We consider the problem of estimating 0(x) from the data which are alpha-mixing dependence. L-1-norm kernel estimators of conditional median of weakly dependent random variables are proposed and the asymptotic normality of the resulting estimators is derived. (C) 2000 Academic Press. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000086474200008 |
| 出版者 | ACADEMIC PRESS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15484]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Zhou, Y |
| 作者单位 | 1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhou, Y,Liang, H. Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2000,73(1):136-154. |
| APA | Zhou, Y,&Liang, H.(2000).Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence.JOURNAL OF MULTIVARIATE ANALYSIS,73(1),136-154. |
| MLA | Zhou, Y,et al."Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence".JOURNAL OF MULTIVARIATE ANALYSIS 73.1(2000):136-154. |
入库方式： OAI收割
来源：数学与系统科学研究院
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