Abstract
We investigate the local linear M-estimation for regression in a fixed-design model when the errors are from a strongly mixing random field. We establish the weak and strong consistency as well as the asymptotic normality of the local linear M-estimator. The conditions on ρ(·) used in this paper are mild and allow many important special cases such as the least square estimator and the least absolute distance estimator.
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Chen, J., Zhang, LX. Local linear M-estimation for spatial processes in fixed-design models. Metrika 71, 319–340 (2010). https://doi.org/10.1007/s00184-009-0233-8
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DOI: https://doi.org/10.1007/s00184-009-0233-8