Local linear M-estimation for spatial processes in fixed-design models

DOI10.1007/s00184-009-0233-8zbMath1185.62168OpenAlexW2160853628MaRDI QIDQ964814

Jia Chen, Zhang, Lixin

Publication date: 21 April 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0233-8

zbMATH Keywords

consistencyasymptotic normalitystrongly mixing random fieldsfixed-design modellocal linear M-estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09)

Related Items (1)

Local \(M\)-estimation for conditional variance function with dependent data

Cites Work

• Local linear spatial quantile regression
• Nonparametric regression with long-range dependence
• Nonparametric regression estimation for random fields in a fixed-design
• Kernel density estimation on random fields
• Some mixing properties of time series models
• Central limit theorem for linear processes
• Kernel density estimation for random fields. (Density estimation for random fields)
• Kernel density estimation for spatial processes: The \(L_{1}\) theory
• Local M-estimator for nonparametric time series.
• Spatial kernel regression estimation: weak consistency
• The mixing property of bilinear and generalised random coefficient autoregressive models
• Nonparametric regression under dependent errors with infinite variance
• Local likelihood density estimation on random fields
• Local linear regression smoothers and their minimax efficiencies
• Local linear spatial regression
• Conditions for linear processes to be strong-mixing
• Design-adaptive Nonparametric Regression
• Bernstein-type large deviations inequalities for partial sums of strong mixing processes
• Convex Analysis
• A central limit theorem for stationary random fields
• Density estimation for spatial linear processes
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