Asymptotics of nonparametric L-1 regression models with dependent data

• Published in: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability Vol. 20; no. 3; p. 1532
• Main Authors: Zhao, Zhibiao, Wei, Ying, Lin, Dennis K J
• Format: Journal Article
• Language: English
• Published: England 01.08.2014
• Subjects: Coupling argument; Time series; Weighted empirical process; Nonparametric estimation; Bahadur representation; Longitudinal data; Least-absolute-deviation estimation

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 c...