返回Google圖書搜尋

Local Linear M-Estimation in Non-Parametric Spatial Regression

出版	SSRN, 2009
URL	http://books.google.com.hk/books?id=r9ffzwEACAAJ&hl=&source=gbs_api

註釋A robust version of local linear regression smoothers augmented with variable bandwidths is investigated for dependent spatial processes. The (uniform) weak consistency as well as asymptotic normality for the local linear M-estimator (LLME) of the spatial regression function g() are established under some mild conditions. Furthermore, an additive model is considered to avoid the curse of dimensionality for spatial processes and an estimation procedure based on combining the marginal integration technique with LLME is applied in this paper. Meanwhile, we present a simulated study to illustrate the proposed estimation method. Our simulation results show that the estimation method works well numerically.