Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/59726
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dc.contributor.authorChen, Jiaen
dc.contributor.authorZhang, Lixinen
dc.date.issued2010en
dc.identifier.citationMetrika, 2010; 71(3):319-340en
dc.identifier.issn0026-1335en
dc.identifier.urihttp://hdl.handle.net/2440/59726-
dc.description.abstractWe 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.statementofresponsibilityJia Chen and Li-Xin Zhangen
dc.language.isoenen
dc.publisherPhysica-verlag GMBH & Coen
dc.rights© Springer-Verlag 2009en
dc.subjectAsymptotic normality; Consistency; Fixed-design model; Local linear M-estimator; Strongly mixing random fieldsen
dc.titleLocal linear M-estimation for spatial processes in fixed-design modelsen
dc.typeJournal articleen
dc.contributor.schoolSchool of Economicsen
dc.identifier.doi10.1007/s00184-009-0233-8en
Appears in Collections:Economics publications

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