Asymptotics for the G-M estimator in nonparametric regression models
Yan Wang, Xiaoqin Li, Ling Chen, Xuejun Wang · Communications in Statistics - Simulation and Computation · 2022
Some limit results on G-M estimator of nonparametric regression models are obtained in this article. In particular, the r-th moment consistency and asymptotic normality for the estimator based on α-mixing samples are derived under some proper moment conditions. In addition, the designed sample behavior of the estimator is investigated via simulations too.