Consider the nonparametric regression model Y_i=m(x_i)+ε_i,i=1,…,n,where m(?)is an unknown function,and the design points x_i are knownand nonrandom.The robust nonparametric estimators were introduced by H(?)rdleand...Consider the nonparametric regression model Y_i=m(x_i)+ε_i,i=1,…,n,where m(?)is an unknown function,and the design points x_i are knownand nonrandom.The robust nonparametric estimators were introduced by H(?)rdleand Gasser in 1984.These estimators can be viewed as regression M-quantiles.We then establish complete convergence for such quantiles under only the finitemoment condition.展开更多
基金Supported by Fok Yingtung Education Fund,the National Natural Science Foundation of China and Zhejiang Province
文摘Consider the nonparametric regression model Y_i=m(x_i)+ε_i,i=1,…,n,where m(?)is an unknown function,and the design points x_i are knownand nonrandom.The robust nonparametric estimators were introduced by H(?)rdleand Gasser in 1984.These estimators can be viewed as regression M-quantiles.We then establish complete convergence for such quantiles under only the finitemoment condition.
