Abstract

Under some mild conditions, we establish a strong Bahadur representation of a general class of nonparametric local linear M-estimators for mixing processes on a random field. If the so- called optimal bandwidth hn = O(|n| � 1 5), n ∈ Z d , is chosen, then the remainder rates in the Bahadur representation for the local M-estimators of the regression function and its derivative are of order O(|n| � 4 5 log |n|). Moreover, we derive some asymptotic properties for the nonparametric local linear

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.