Kong, E. (2010) Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model. Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model, 26 (5). pp. 1529-1564. ISSN 0266-4666.
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| Official URL http://dx.doi.org/10.1017/S0266466609990661 |
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Abstract
We use local polynomial fitting to estimate the nonparametric M-regression function for strongly mixing stationary processes {(Yi,Xi)}. We establish a strong uniform consistency rate for the Bahadur representation of estimators of the regression function and its derivatives. These results are fundamental for statistical inference and for applications that involve plugging in such estimators into other functionals where some control over higher order terms are required. We apply our results to the estimation of an additive M-regression model.
| Item Type: | Article |
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| Subjects: | Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics |
| Divisions: | Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics |
| Depositing User: | Efang Kong |
| Date Deposited: | 29 Mar 2010 11:46 |
| Last Modified: | 22 Mar 2013 18:41 |
| Resource URI: | http://kar.kent.ac.uk/id/eprint/23952 (The current URI for this page, for reference purposes) |
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