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

DOI10.1006/jmva.1995.1045zbMath0898.62043OpenAlexW2093682741MaRDI QIDQ1898396

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

zbMATH Keywords

conditional expectationautoregressive modelsnonparametric regressionlocal 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)

Related Items (13)

Nonparametric estimates for conditional quantiles of time series ⋮ TR Multivariate Conditional Median Estimation ⋮ k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ Nonparametric tests for conditional independence using conditional distributions ⋮ Asymptotic distribution of local medians ⋮ Nonparametric prediction by conditional median and quantiles ⋮ A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data ⋮ Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization ⋮ Asymptotic normality of convergent estimates of conditional quantiles ⋮ Nonparametric estimation of conditional expectation ⋮ Robust kernel estimators for additive models with dependent observations ⋮ LocalL-estimators for nonparametric regression under dependence ⋮ Discontinuities in robust nonparametric regression with α-mixing dependence

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