On The ConditionalL1-median and its estimation

DOI10.1080/10485250108832869zbMATH Open1004.62026OpenAlexW1991271262MaRDI QIDQ4789775FDOQ4789775

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

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zbMATH Keywords

spatial medianstrong uniform consistencyconditional L1-median

Mathematics Subject Classification ID

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

Cites Work

• Note on the median of a multivariate distribution
• On a notion of data depth based on random simplices
• Descriptive statistics for multivariate distributions
• Uniqueness of the spatial median
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• Asymptotics for multivariate trimming
• Measures of centrality for multivariate and directional distributions
• A counterexample on the existence of the \(L_ 1\)-median

Cited In (18)

• Stability of conditional median under discretization of filtrations
• Two nonparametric approaches to mean absolute deviation portfolio selection model
• Conditional median absolute deviation
• Large sample and robust properties of \(\widetilde {L} ^{2}\)-median
• Estimation of conditional \(L_1\)-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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
• TR Multivariate Conditional Median Estimation
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

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