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https://hdl.handle.net/2440/59726
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DC Field | Value | Language |
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dc.contributor.author | Chen, Jia | en |
dc.contributor.author | Zhang, Lixin | en |
dc.date.issued | 2010 | en |
dc.identifier.citation | Metrika, 2010; 71(3):319-340 | en |
dc.identifier.issn | 0026-1335 | en |
dc.identifier.uri | http://hdl.handle.net/2440/59726 | - |
dc.description.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. | en |
dc.description.statementofresponsibility | Jia Chen and Li-Xin Zhang | en |
dc.language.iso | en | en |
dc.publisher | Physica-verlag GMBH & Co | en |
dc.rights | © Springer-Verlag 2009 | en |
dc.subject | Asymptotic normality; Consistency; Fixed-design model; Local linear M-estimator; Strongly mixing random fields | en |
dc.title | Local linear M-estimation for spatial processes in fixed-design models | en |
dc.type | Journal article | en |
dc.contributor.school | School of Economics | en |
dc.identifier.doi | 10.1007/s00184-009-0233-8 | en |
Appears in Collections: | Economics publications |
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