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Spatial local M-estimation under association

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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.

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Authors and Affiliations

  1. Department of Mathematics, Zhejiang University Yuquan Campus, Hangzhou, 310027, China

    Chen Jia, Zhang Lixin & Li Degui

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  1. Chen Jia
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  2. Zhang Lixin
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  3. Li Degui
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Correspondence to Chen Jia.

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Jia, C., Lixin, Z. & Degui, L. Spatial local M-estimation under association. Metrika 67, 11–29 (2008). https://doi.org/10.1007/s00184-006-0119-y

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  • DOI: https://doi.org/10.1007/s00184-006-0119-y

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