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M-type estimators of regression function with applications

Author

Listed:
  • Zhu, Li-Xing
  • Ng, Kai W.

Abstract

The authors consider the M-type estimators of regression function and show their almost-sure consistency under some easier to check conditions on the nonparametric family of regression functions. The results can be used to treat some parametric, nonparametric and semiparametric models.

Suggested Citation

  • Zhu, Li-Xing & Ng, Kai W., 1995. "M-type estimators of regression function with applications," Statistics & Probability Letters, Elsevier, vol. 25(2), pages 133-144, November.
  • Handle: RePEc:eee:stapro:v:25:y:1995:i:2:p:133-144
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