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

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.

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Year of publication:	1995
Authors:	Boente, G. ; Fraiman, R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 54.1995, 1, p. 77-90
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199586