Asymptotics of nonparametric L-1 regression models with dependent data

DOI10.3150/13-BEJ532zbMATH Open1400.62087arXiv1407.1225WikidataQ30832788 ScholiaQ30832788MaRDI QIDQ396018FDOQ396018

Authors: Zhibiao Zhao, Ying Wei, Dennis K. J. Lin 

Publication date: 8 August 2014

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We investigate asymptotic properties of least-absolute-deviation or median quantile estimates of the location and scale functions in nonparametric regression models with dependent data from multiple subjects. Under a general dependence structure that allows for longitudinal data and some spatially correlated data, we establish uniform Bahadur representations for the proposed median quantile estimates. The obtained Bahadur representations provide deep insights into the asymptotic behavior of the estimates. Our main theoretical development is based on studying the modulus of continuity of kernel weighted empirical process through a coupling argument. Progesterone data is used for an illustration.

Full work available at URL: https://arxiv.org/abs/1407.1225

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zbMATH Keywords

Bahadur representationlongitudinal datanonparametric estimationweighted empirical processcoupling argumentleast-absolute-deviation estimationtime-series

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

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Cited In (4)

• Title not available (Why is that?)
• Asymptotics for \(L_1\)-wavelet method for nonparametric regression
• Wavelet-L₁-estimation for non parametric location-scale models under a general dependence framework
• Title not available (Why is that?)

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