Local linear M-estimation for spatial processes in fixed-design models
Date
2010
Authors
Chen, Jia
Zhang, Lixin
Editors
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Journal article
Citation
Metrika, 2010; 71(3):319-340
Statement of Responsibility
Jia Chen and Li-Xin Zhang
Conference Name
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.
School/Discipline
School of Economics
Dissertation Note
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© Springer-Verlag 2009