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Nonparametric multivariate $L_{1}$-median regression estimation with functional covariates

Nonparametric multivariate $L_{1}$-median regression estimation with functional covariates

In this paper, a nonparametric estimator is proposed for estimating the $L_{1}$-median for multivariate conditional distribution when the covariates take values in an infinite dimensional space. The multivariate case is more appropriate to predict the components of a vector of random variables simultaneously rather than predicting each of them separately. …