Exact and asymptotic distributions of LULU smoothers

摘要

This paper considers a class of non-linear smoothers, called LULU smoothers, introduced by Rohwer in the late eighties in the mathematics literature, and since then investigated fairly extensively by a number of authors for its mathematical properties. They have been successfully applied in various engineering and scientific problems. However, to date their distribution theory has not received any attention in the literature. In this paper we derive their exact as well as asymptotic distributions and show their relationship to the upper order statistics.