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

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Local linear M-estimation for spatial processes in fixed-design models. / Chen, Jia; Zhang, Li Xin.

In: Metrika, Vol. 71, No. 3, 05.2010, p. 319-340.

Research output: Contribution to journalArticlepeer-review

Harvard

Chen, J & Zhang, LX 2010, 'Local linear M-estimation for spatial processes in fixed-design models', Metrika, vol. 71, no. 3, pp. 319-340. https://doi.org/10.1007/s00184-009-0233-8

APA

Chen, J., & Zhang, L. X. (2010). Local linear M-estimation for spatial processes in fixed-design models. Metrika, 71(3), 319-340. https://doi.org/10.1007/s00184-009-0233-8

Vancouver

Chen J, Zhang LX. Local linear M-estimation for spatial processes in fixed-design models. Metrika. 2010 May;71(3):319-340. https://doi.org/10.1007/s00184-009-0233-8

Author

Chen, Jia ; Zhang, Li Xin. / Local linear M-estimation for spatial processes in fixed-design models. In: Metrika. 2010 ; Vol. 71, No. 3. pp. 319-340.

Bibtex - Download

@article{bcaaecb52f2e48c1b63e4068556528a2,
title = "Local linear M-estimation for spatial processes in fixed-design models",
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.",
keywords = "Asymptotic normality, Consistency, Fixed-design model, Local linear M-estimator, Strongly mixing random fields",
author = "Jia Chen and Zhang, {Li Xin}",
year = "2010",
month = may,
doi = "10.1007/s00184-009-0233-8",
language = "English",
volume = "71",
pages = "319--340",
journal = "Metrika",
issn = "0026-1335",
publisher = "Springer Verlag",
number = "3",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - Local linear M-estimation for spatial processes in fixed-design models

AU - Chen, Jia

AU - Zhang, Li Xin

PY - 2010/5

Y1 - 2010/5

N2 - 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.

AB - 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.

KW - Asymptotic normality

KW - Consistency

KW - Fixed-design model

KW - Local linear M-estimator

KW - Strongly mixing random fields

U2 - 10.1007/s00184-009-0233-8

DO - 10.1007/s00184-009-0233-8

M3 - Article

VL - 71

SP - 319

EP - 340

JO - Metrika

JF - Metrika

SN - 0026-1335

IS - 3

ER -