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Persistent link: https://www.econbiz.de/10010700039
We use local polynomial fitting to estimate the nonparametric M-regression function for strongly mixing stationary processes {(<italic>Y</italic>, <italic>null</italic>)}. We establish a strong uniform consistency rate for the Bahadur representation of estimators of the regression function and its derivatives. These results are...
Persistent link: https://www.econbiz.de/10008506430