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In this paper, a necessary condition for the existence of any weakly consistent estimator is presented in exponential family nonlinear models. Then we give one more necessary condition for a consisten...
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 appro...