Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors

DOI10.1080/03610926.2012.657329zbMath1319.62071MaRDI QIDQ3168551

Li Yan, Xia Chen

Publication date: 31 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.657329

zbMATH Keywords

\(M\)-estimator; piecewise polynomial; partly linear model; stochastic adapted sequence

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G35: Nonparametric robustness

62F35: Robustness and adaptive procedures (parametric inference)

Cites Work

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• Strong limit theorems for arbitrary stochastic sequences
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• Convergence rates for parametric components in a partly linear model
• Convergence of stopped sums of weakly dependent random variables
• A class of strong limit theorems for the sequences of arbitrary random variables.
• A limit theorem for partial sums of random variables and its applications.
• Optimal global rates of convergence for nonparametric regression
• Asymptotics of estimators in semi-parametric model under NA samples
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• Robust Statistics