Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model

Abstract

We use local polynomial fitting to estimate the nonparametric M-regression function for strongly mixing stationary processes , . We establish a strong uniform consistency rate for the Bahadur representation of estimators of the regression function and its derivatives. These results are fundamental for statistical inference and for applications that involve… (More)

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Cite this paper

@inproceedings{Kong2008UniformBR, title={Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model}, author={Efang Kong and Oliver Linton and Yingcun Xia}, year={2008} }