Spatial local M-estimation under association

Jia Chen; Lixin Zhang; Degui Li

doi:10.1007/s00184-006-0119-y

Spatial local M-estimation under association

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

Abstract

We investigate the asymptotic behavior of a robust version of local linear regression estimators with variable bandwidth for spatial associated processes. The weak consistency of the proposed estimators is given under appropriate conditions. Furthermore, we establish the asymptotic normality of the estimators, from which expressions for the asymptotic bias and variance can be derived.

Original language	English
Pages (from-to)	11-29
Number of pages	19
Journal	Metrika
Volume	67
Issue number	1
DOIs	https://doi.org/10.1007/s00184-006-0119-y
Publication status	Published - 1 Jan 2008

Keywords

local M-estimation
association
CONVERGENCE
consistency
RANDOM-FIELDS
VARIABLE BANDWIDTH
PROBABILITY DENSITIES
SMOOTHERS
NEGATIVE ASSOCIATION
ASYMPTOTIC NORMALITY
REGRESSION
asymptotic normality
spatial processes

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10.1007/s00184-006-0119-y

http://link.springer.com/article/10.1007%2Fs00184-006-0119-y

Cite this

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title = "Spatial local M-estimation under association",

abstract = "We investigate the asymptotic behavior of a robust version of local linear regression estimators with variable bandwidth for spatial associated processes. The weak consistency of the proposed estimators is given under appropriate conditions. Furthermore, we establish the asymptotic normality of the estimators, from which expressions for the asymptotic bias and variance can be derived.",

keywords = "local M-estimation, association, CONVERGENCE, consistency, RANDOM-FIELDS, VARIABLE BANDWIDTH, PROBABILITY DENSITIES, SMOOTHERS, NEGATIVE ASSOCIATION, ASYMPTOTIC NORMALITY, REGRESSION, asymptotic normality, spatial processes",

author = "Jia Chen and Lixin Zhang and Degui Li",

year = "2008",

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doi = "10.1007/s00184-006-0119-y",

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T1 - Spatial local M-estimation under association

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AU - Zhang, Lixin

AU - Li, Degui

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N2 - We investigate the asymptotic behavior of a robust version of local linear regression estimators with variable bandwidth for spatial associated processes. The weak consistency of the proposed estimators is given under appropriate conditions. Furthermore, we establish the asymptotic normality of the estimators, from which expressions for the asymptotic bias and variance can be derived.

AB - We investigate the asymptotic behavior of a robust version of local linear regression estimators with variable bandwidth for spatial associated processes. The weak consistency of the proposed estimators is given under appropriate conditions. Furthermore, we establish the asymptotic normality of the estimators, from which expressions for the asymptotic bias and variance can be derived.

KW - local M-estimation

KW - association

KW - CONVERGENCE

KW - consistency

KW - RANDOM-FIELDS

KW - VARIABLE BANDWIDTH

KW - PROBABILITY DENSITIES

KW - SMOOTHERS

KW - NEGATIVE ASSOCIATION

KW - ASYMPTOTIC NORMALITY

KW - REGRESSION

KW - asymptotic normality

KW - spatial processes

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DO - 10.1007/s00184-006-0119-y

M3 - Article

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VL - 67

SP - 11

EP - 29

JO - Metrika

JF - Metrika

IS - 1

ER -

Spatial local M-estimation under association

Abstract

Keywords

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