Consider the nonparametric regression model Y_i=m(x_i)+ε_i,i=1,…,n,where m(?)is an unknown function,and the design points x_i are knownand nonrandom.The robust nonparametric estimators were introduced by H(?)rdleand Gasser in 1984.These estimators can be viewed as regression M-quantiles.We then establish complete convergence for such quantiles under only the finitemoment condition.
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