A law of the iterated logarithm for \(L_ 1\)-norm kernel estimator of the conditional median (Q1314937)
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English | A law of the iterated logarithm for \(L_ 1\)-norm kernel estimator of the conditional median |
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A law of the iterated logarithm for \(L_ 1\)-norm kernel estimator of the conditional median (English)
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20 September 1994
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Let \(\theta(x)\) denote the conditional median of the response \(Y\) given the measurement \(X=x\). A law of the iterated logarithm is proved for an estimator of \(\theta(x)\) given by the solution of a minimization problem for an \(L_ 1\)-norm kernel estimator.
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conditional median
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law of the iterated logarithm
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minimization problem
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\(L_ 1\)-norm kernel estimator
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