The rates of convergence of \(M\)-estimators for partly linear models in dependent cases

zbMath0856.62043MaRDI QIDQ1814862

Peide Shi, X. R. Chen

Publication date: 24 February 1997

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

nonparametric regressionleast squares estimators\(M\)-estimatorsasymptotically normalstrictly stationary sequence\(B\)-spline functionspartly linear modeloptimal global rate of convergence\(L1\)-norm estimatorregression quantile estimators

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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