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math.ST2007
Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model
Efang Kong, Oliver Linton, Yingcun Xia
We use local polynomial fitting to estimate the nonparametric M-regression function for strongly mixing stationary processes . We establish a strong…
math.ST2007★ 7 cited
A Constructive Approach to the Estimation of Dimension Reduction Directions
Yingcun Xia
In this paper, we propose two new methods to estimate the dimension-reduction directions of the central subspace (CS) by constructing a regression model such that the directions ar…