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https://hdl.handle.net/2440/55825
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Type: | Journal article |
Title: | Spatial local M-estimation under association |
Author: | Chen, J. Zhang, L. Li, D. |
Citation: | Metrika: international journal for theoretical and applied statistics, 2008; 67(1):11-29 |
Publisher: | Physica-verlag GMBH & Co |
Issue Date: | 2008 |
ISSN: | 0026-1335 1435-926X |
Statement of Responsibility: | Chen Jia, Zhang Lixin and Li Degui |
Abstract: | We investigate the asymptotic behavior of a robust version of local linear regression estimators with variable bandwidth for spatial associated processes. The weak consistency of the proposed estimators is given under appropriate conditions. Furthermore, we establish the asymptotic normality of the estimators, from which expressions for the asymptotic bias and variance can be derived. |
Keywords: | Local M-estimation Spatial processes Association Consistency Asymptotic normality |
Description: | © Springer-Verlag 2007 |
DOI: | 10.1007/s00184-006-0119-y |
Published version: | http://dx.doi.org/10.1007/s00184-006-0119-y |
Appears in Collections: | Aurora harvest 5 Economics publications |
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