On The ConditionalL1-median and its estimation

DOI10.1080/10485250108832869MaRDI QIDQ4789775zbMATH OpenOpenAlexFDO

Authors Alain Berlinet, Ali Gannoun, Benoît Cadre

Publication date 16 February 2003

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250108832869

zbMATH Keywords

spatial medianstrong uniform consistencyconditional L1-median

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 4028501 (Why is no real title available?)
• scientific article; zbMATH DE number 42272 (Why is no real title available?)
• A counterexample on the existence of the \(L_ 1\)-median
• Asymptotics for multivariate trimming
• Descriptive statistics for multivariate distributions
• Measures of centrality for multivariate and directional distributions
• Note on the median of a multivariate distribution
• On a notion of data depth based on random simplices
• Uniqueness of the spatial median

Cited in

(18)

• Stability of conditional median under discretization of filtrations
• Two nonparametric approaches to mean absolute deviation portfolio selection model
• Large sample and robust properties of \(\widetilde {L} ^{2}\)-median
• Conditional median absolute deviation
• Estimation of conditional L₁-median from dependent observations
• Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
• Vector-on-function quantile regression for stationary ergodic processes
• On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median
• scientific article; zbMATH DE number 151681 (Why is no real title available?)
• scientific article; zbMATH DE number 2076277 (Why is no real title available?)
• scientific article; zbMATH DE number 4005351 (Why is no real title available?)
• scientific article; zbMATH DE number 1526007 (Why is no real title available?)
• NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
• TR Multivariate Conditional Median Estimation
• scientific article; zbMATH DE number 3894272 (Why is no real title available?)
• Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model
• Randomly censored quantile regression estimation using functional stationary ergodic data
• scientific article; zbMATH DE number 1531222 (Why is no real title available?)

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