Asymptotics of nonparametric L-1 regression models with dependent data
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Publication:396018
DOI10.3150/13-BEJ532zbMath1400.62087arXiv1407.1225WikidataQ30832788 ScholiaQ30832788MaRDI QIDQ396018
Zhibiao Zhao, Dennis K. J. Lin, Ying Wei
Publication date: 8 August 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.1225
Bahadur representationlongitudinal dataweighted empirical processnonparametric estimationtime-seriescoupling argumentleast-absolute-deviation estimation
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
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Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework, Asymptotics for \(L_1\)-wavelet method for nonparametric regression
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