出版社：Suntory Toyota International Centre for Economics and Related Disciplines
摘要：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 plugging such estimators into other
functional where some control over higher order terms are required. We apply our
results to the estimation of an additive M-regression model.
