On The ConditionalL1-median and its estimation
From MaRDI portal
Publication:4789775
DOI10.1080/10485250108832869zbMath1004.62026OpenAlexW1991271262MaRDI QIDQ4789775
Ali Gannoun, Alain F. Berlinet, 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
Related Items (9)
Estimation of conditional \(L_1\)-median from dependent observations ⋮ Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier ⋮ TR Multivariate Conditional Median Estimation ⋮ Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model ⋮ Two nonparametric approaches to mean absolute deviation portfolio selection model ⋮ NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH ⋮ On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median ⋮ Randomly censored quantile regression estimation using functional stationary ergodic data ⋮ Vector-on-function quantile regression for stationary ergodic processes
Cites Work
- Unnamed Item
- Unnamed Item
- On a notion of data depth based on random simplices
- Descriptive statistics for multivariate distributions
- Uniqueness of the spatial median
- A counterexample on the existence of the \(L_ 1\)-median
- Asymptotics for multivariate trimming
- Measures of centrality for multivariate and directional distributions
- Note on the median of a multivariate distribution
This page was built for publication: On The ConditionalL1-median and its estimation