Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence

Under the condition that the observations, which come from a high-dimensional population (X,Y), are strongly stationary and strongly-mixing, through using the local linear method, we investigate, in this paper, the strong Bahadur representation of the nonparametric M-estimator for the unknown function m(x)=arg minaIE(r(a,Y)

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Year of publication:	2005
Authors:	Cheng, Yebin ; de Gooijer, Jan G.
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Schätztheorie \| Nichtparametrisches Verfahren \| Theorie \| Asymptotic representation \| Kernel function \| Robust estimator \| Strongly-mixing

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Series:	Tinbergen Institute Discussion Paper ; 05-067/4
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	837164613 [GVK] hdl:10419/86432 [Handle] RePEc:dgr:uvatin:20050067 [RePEc]
Classification:	C14 - Semiparametric and Nonparametric Methods
Source:	EconStor

Persistent link: https://www.econbiz.de/10010325393