Local linear M-estimation for spatial processes in fixed-design models

Jia Chen, Li Xin Zhang

Research output: Contribution to journalArticlepeer-review


We investigate the local linear M-estimation for regression in a fixed-design model when the errors are from a strongly mixing random field. We establish the weak and strong consistency as well as the asymptotic normality of the local linear M-estimator. The conditions on ρ(·) used in this paper are mild and allow many important special cases such as the least square estimator and the least absolute distance estimator.
Original languageEnglish
Pages (from-to)319-340
Number of pages22
Issue number3
Early online date30 Jan 2009
Publication statusPublished - May 2010


  • Asymptotic normality
  • Consistency
  • Fixed-design model
  • Local linear M-estimator
  • Strongly mixing random fields

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