Asymptotic Distribution of Smoothers Bas
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G. Boente; R. Fraiman
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Article
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1995
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Elsevier Science
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English
β 466 KB
The asymptotic distribution of \(k\) th nearest neighbor regression and autoregression estimates (local means) is obtained for \(\alpha\)-mixing processes. Local medians, as considered by Truong and Stone (1991, Ann. Statist. 20 77-97), are also shown to be asymptotically normally distributed. 1995