ASYMPTOTIC-DISTRIBUTION OF SMOOTHERS BASED ON LOCAL MEANS AND LOCAL MEDIANS UNDER DEPENDENCE

Authors
BOENTE G FRAIMAN R
Citation
G. Boente et R. Fraiman, ASYMPTOTIC-DISTRIBUTION OF SMOOTHERS BASED ON LOCAL MEANS AND LOCAL MEDIANS UNDER DEPENDENCE, Journal of Multivariate Analysis, 54(1), 1995, pp. 77-90
Citations number
29
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Multivariate Analysis → ACNP
ISSN journal
0047259X
Volume
54
Issue
1
Year of publication
1995
Pages
77 - 90
Database
ISI
SICI code
0047-259X(1995)54:1<77:AOSBOL>2.0.ZU;2-4
Abstract
The asymptotic distribution of k th nearest neighbor regression and au toregression estimates (local means) is obtained for alpha-mixing proc esses. Local medians, as considered by Truong and Stone (1991, Ann. St atist. 20 77-97), are also shown to be asymptotically normally distrib uted. (C) 1995 Academic Press, Inc.