HONG Shengyan
Journal of Systems Science and Complexity. 1992, 5(1): 55-069.
Let (X,Y) be a pair of R~d×R~1-valued random variables. In thispaper we investigate the asymptotic properties of the L_1-norm kernel estimator of the conditional median function of Y on X. Under appropriate regularity conditions, asymptotic normality and the optimal rates of convergence n~((-1)/(2+d)) and (n~(-1)log n)~(1/(2+d)) in the L~q(1\le q<∞)-and L~∞-norms restricted to a compactset, respectively, are obtained. Our study shows that this estimator and the well-known Nadaraya-Watson's kernel estimator of the conditional mean function of Yon X have the same asymptotic properties.