Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression

DOI10.1080/1048525031000089275zbMath1054.62041MaRDI QIDQ4470117

Sheng-Yan Hong

Publication date: 22 June 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1048525031000089275

zbMATH Keywords

Bahadur representation; Robust regression; Asymptotic normality; Law of the iterated logarithm; Local polynomial fitting; \(M\)-regression; Likelihood regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

Related Items

UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL, Bahadur representation for the nonparametricM-estimator under α-mixing dependence, Single index quantile regression for heteroscedastic data, Bahadur representation of nonparametric \(M\)-estimators for spatial processes, A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION, UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION

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