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

โœ Scribed by G. Boente; R. Fraiman


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
466 KB
Volume
54
Category
Article
ISSN
0047-259X

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โœฆ 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.


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