Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model

Kong, Efang, Linton, Oliver, Xia, Yingcun (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. (doi:10.1017/S0266466609990661) (KAR id:23952)

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Official URL: http://dx.doi.org/10.1017/S0266466609990661

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
DOI/Identification number:	10.1017/S0266466609990661
Subjects:	Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Divisions:	Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User:	Efang Kong
Date Deposited:	29 Mar 2010 11:46 UTC
Last Modified:	05 Nov 2024 10:03 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/23952 (The current URI for this page, for reference purposes)

University of Kent Author Information

Kong, Efang.

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