Journal article
Limiting distribution for monotone median regression
Journal of statistical planning and inference, Vol.107(1), pp.281-287
2002
DOI: 10.1016/S0378-3758(02)00258-6
Abstract
Suppose that observations (
x
1,
y
1),…,(
x
n
,
y
n
) are sampled from a regression model
y=
f(
t)+
ε, where
f is a nondecreasing function. Denote by
f
̂
n
the estimate which is a nondecreasing function and minimizes
∑
i=1
n
|y
i−f(t
i)|
over all nondecreasing functions
f. This paper derives the limiting distribution of
f
̂
n
at a given point.
Details
- Title: Subtitle
- Limiting distribution for monotone median regression
- Creators
- Yazhen Wang - University of ConnecticutJian Huang - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Journal of statistical planning and inference, Vol.107(1), pp.281-287
- Publisher
- Elsevier B.V
- DOI
- 10.1016/S0378-3758(02)00258-6
- ISSN
- 0378-3758
- eISSN
- 1873-1171
- Language
- English
- Date published
- 2002
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9984257616402771
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