Spatial local M-estimation under association

被引：1
|
作者：
Jia, Chen [1 ]
Lixin, Zhang [1 ]
Degui, Li [1 ]
机构：
[1] Zhejiang Univ, Dept Math, Hangzhou 310027, Peoples R China
来源：
METRIKA | 2008年 / 67卷 / 01期
关键词：
local M-estimation; spatial processes; association; consistency; asymptotic normality;
D O I：
10.1007/s00184-006-0119-y
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：11 / 29
页数：19
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