Asymptotic distribution of local medians

作者：Li Jiexiang^*

来源：Journal of Nonparametric Statistics, 2008, 20(2): 175-185.

DOI：10.1080/10485250801948286

• random field
• regression function
• local median
• asymptotic normality

The estimation of the regression function r(x)=E[Y vertical bar 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.

• 出版日期2008