Asymptotics of nonparametric L-1 regression models with dependent data

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

zbMATH Keywords

Bahadur representationlongitudinal dataweighted empirical processnonparametric estimationtime-seriescoupling argumentleast-absolute-deviation estimation

Mathematics Subject Classification ID

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

Related Items

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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