Consider the nonparametric regression model Yi=g(xi) +ei, i=1, 2,...,where g is an unknown function defined on the interval [0, 1], the fixed design points xi(i≥1) are known and ei’s are i.i.d. random variables with...Consider the nonparametric regression model Yi=g(xi) +ei, i=1, 2,...,where g is an unknown function defined on the interval [0, 1], the fixed design points xi(i≥1) are known and ei’s are i.i.d. random variables with median zero. The regressor is assumed to take values in [0, 1]∈ R and the regressand to be real valued. This paper stu-dies the behavior of the nearest neighbor median estimate gnh(x)=m(Yn1(x), Yn2(x),...,Ynh(x)), where h is the number of the nearest neighbor. Under suitable conditions, Bahadur’s representation for the above-mentioned the nonparametric regression function g is obtained. Law of iterated logarithm and asymptotic normality are also established.展开更多
文摘Consider the nonparametric regression model Yi=g(xi) +ei, i=1, 2,...,where g is an unknown function defined on the interval [0, 1], the fixed design points xi(i≥1) are known and ei’s are i.i.d. random variables with median zero. The regressor is assumed to take values in [0, 1]∈ R and the regressand to be real valued. This paper stu-dies the behavior of the nearest neighbor median estimate gnh(x)=m(Yn1(x), Yn2(x),...,Ynh(x)), where h is the number of the nearest neighbor. Under suitable conditions, Bahadur’s representation for the above-mentioned the nonparametric regression function g is obtained. Law of iterated logarithm and asymptotic normality are also established.
