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

Jia Chen; Li Xin Zhang

doi:10.1007/s00184-009-0233-8

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

Jia Chen, Li Xin Zhang

Economics

Research output: Contribution to journal › Article › peer-review

Abstract

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 language	English
Pages (from-to)	319-340
Number of pages	22
Journal	Metrika
Volume	71
Issue number	3
Early online date	30 Jan 2009
DOIs	https://doi.org/10.1007/s00184-009-0233-8
Publication status	Published - May 2010

Keywords

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

Access to Document

10.1007/s00184-009-0233-8

Cite this

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KW - Consistency

KW - Fixed-design model

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KW - Strongly mixing random fields

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