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National Institute of Environmental Health Sciences

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Publication Detail

Title: Asymptotics of nonparametric L-1 regression models with dependent data.

Authors: Zhao, Zhibiao; Wei, Ying; Lin, Dennis K J

Published In Bernoulli (Andover), (2014 Aug 01)

Abstract: 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 correlated data, we establish uniform Bahadur representations for the proposed median quantile estimates. The obtained Bahadur representations provide deep insights into the asymptotic behavior of the estimates. Our main theoretical development is based on studying the modulus of continuity of kernel weighted empirical process through a coupling argument. Progesterone data is used for an illustration.

PubMed ID: 24955016 Exiting the NIEHS site

MeSH Terms: No MeSH terms associated with this publication

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