Bahadur Representation of Nonparametric M-Estimators for Spatial Processes

被引：0
|
作者：
Jia CHEN De Gui LI Li Xin ZHANG Department of Mathematics
机构：
来源：
Acta Mathematica Sinica(English Series) | 2008年 / 24卷 / 11期
基金：
中国国家自然科学基金;
关键词：
Bahadur representation; local linear M-estimator; spatial processes; strongly mixing;
D O I：
暂无
中图分类号：
O212.1 [一般数理统计];
学科分类号：
摘要：
Under some mild conditions,we establish a strong Bahadur representation of a generalclass of nonparametric local linear M-estimators for mixing processes on a random field.If the so-called optimal bandwidth h=O(|n|,n ∈ Z~d,is chosen,then the remainder rates in the Bahadurrepresentation for the local M-estimators of the regression function and its derivative are of orderO(|n|log|n|).Moreover,we derive some asymptotic properties for the nonparametric local linearM-estimators as applications of our result.
引用
收藏
页码：1871 / 1882
页数：12
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