Luo Zhongde, Yang Shanchao. Strong Consistency of Local M-estimator with Variable Bandwidth under Mixing Processes[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(5): 533-542.
Citation: Luo Zhongde, Yang Shanchao. Strong Consistency of Local M-estimator with Variable Bandwidth under Mixing Processes[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(5): 533-542.

Strong Consistency of Local M-estimator with Variable Bandwidth under Mixing Processes

  • When we are using the local M-estimator with variable bandwidth to estimate, the collected data are not independent samples sometimes, but may be some mixing samples. Therefore, this paper discusses the strong consistency of M-estimator with variable bandwidth when the observational data are -mixing processes, and gives two theorems with some weaker assumptions.
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