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Asymptotic distribution of local medians

Jiexiang Li

Journal of Nonparametric Statistics, 2008, vol. 20, issue 2, 175-185

Abstract: The estimation of the regression function r(x)=E[Y|X=x] is very important because of its wide applications. Local median estimators with fixed bandwidth and random bandwidth are established and investigated. The limiting distribution of the estimators proposed in the paper is shown to be normal. The random fields are assumed to satisfy general mixing conditions.

Date: 2008
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DOI: 10.1080/10485250801948286

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