Asymptotic Distribution of Smoothers Based on Local Means and Local Medians under Dependence

✍ Scribed by G. Boente; R. Fraiman

• Publisher: Elsevier Science
• Year: 1995
• Tongue: English
• Weight: 466 KB
• Volume: 54
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.1995.1045

✦ Synopsis

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 Academic Press. Inc.