Asymptotic distribution of smoothers based on local means and local medians under dependence

DOI10.1006/JMVA.1995.1045zbMATH Open0898.62043OpenAlexW2093682741MaRDI QIDQ1898396FDOQ1898396

Authors: Graciela Boente, Ricardo Fraiman 

Publication date: 5 November 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1045

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zbMATH Keywords

nonparametric regressionconditional expectationautoregressive modelslocal meansstrictly stationary processdependent errorslocal mediansk th nearest neighbor regressionuniform nearest neighbor weights

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cited In (14)

• On the asymptotic performance of median smoothers in image analysis and nonparametric regression
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization
• Nonparametric estimates for conditional quantiles of time series
• Nonparametric prediction by conditional median and quantiles
• LocalL-estimators for nonparametric regression under dependence
• Nonparametric tests for conditional independence using conditional distributions
• A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
• Nonparametric estimation of conditional expectation
• TR Multivariate Conditional Median Estimation
• Asymptotic normality of convergent estimates of conditional quantiles
• Asymptotic distribution of local medians
• Robust kernel estimators for additive models with dependent observations
• Discontinuities in robust nonparametric regression with \(\alpha\)-mixing dependence
• \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data

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