Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model
局部多项式 M 回归的一致 Bahadur 表示及加性模型应用
We use local polynomial fitting to estimate the nonparametric M-regression function for strongly mixing stationary processes $\{(Y_{i},\underline{X}_{i})\}$. 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 in such estimators into other functionals where some control over higher order…