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https://hdl.handle.net/2440/59726
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Type: | Journal article |
Title: | Local linear M-estimation for spatial processes in fixed-design models |
Author: | Chen, Jia Zhang, Lixin |
Citation: | Metrika, 2010; 71(3):319-340 |
Publisher: | Physica-verlag GMBH & Co |
Issue Date: | 2010 |
ISSN: | 0026-1335 |
School/Discipline: | School of Economics |
Statement of Responsibility: | Jia Chen and Li-Xin Zhang |
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 |
Rights: | © Springer-Verlag 2009 |
DOI: | 10.1007/s00184-009-0233-8 |
Appears in Collections: | Economics publications |
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