M-type estimators of regression function with applications

Li-Xing Zhu and Kai W. Ng

Statistics & Probability Letters, 1995, vol. 25, issue 2, 133-144

Abstract: The authors consider the M-type estimators of regression function and show their almost-sure consistency under some easier to check conditions on the nonparametric family of regression functions. The results can be used to treat some parametric, nonparametric and semiparametric models.

Keywords: Consistency; Entropy; M-type; estimation; Nonparametric; regression (search for similar items in EconPapers)
Date: 1995
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