A law of the iterated logarithm for L_ 1-norm kernel estimator of the conditional median

DOI10.1007/BF02032919MaRDI QIDQ1314937zbMATH OpenOpenAlexFDO

Authors Shengyan Hong

Publication date 20 September 1994

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02032919

zbMATH Keywords

\(L_ 1\)-norm kernel estimatorconditional medianlaw of the iterated logarithmminimization problem

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Review text

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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Cites work

• A law of the iterated logarithm for nonparametric regression function estimators
• Asymptotic properties of kernel estimators based on local medians
• scientific article; zbMATH DE number 123901 (Why is no real title available?)
• Laws of the iterated logarithm for nonparametric density estimators
• Remarks on a Multivariate Transformation

Cited in

(8)

• Asymptotic normality for L₁ norm kernel estimator of conditional median under -mixing dependence
• Estimation of conditional L₁-median from dependent observations
• The \(L_1\)-norm estimator of conditional median for stationary processes
• scientific article; zbMATH DE number 4005351 (Why is no real title available?)
• scientific article; zbMATH DE number 151681 (Why is no real title available?)
• Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence
• scientific article; zbMATH DE number 1526007 (Why is no real title available?)
• Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence

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