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

G. Boente and R. Fraiman

Journal of Multivariate Analysis, 1995, vol. 54, issue 1, 77-90

Abstract: 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.

Date: 1995
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