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Local Linear M-estimation in non-parametric spatial regression

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Author Info
Zhengyan Lin
Degui Li
Jiti Gao

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Abstract

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(x) 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. Copyright 2009 The Authors. Journal compilation 2009 Blackwell Publishing Ltd

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2009.00612.x
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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Time Series Analysis.

Volume (Year): 30 (2009)
Issue (Month): 3 (05)
Pages: 286-314
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Handle: RePEc:bla:jtsera:v:30:y:2009:i:3:p:286-314

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This page was last updated on 2009-10-26.


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