Asymptotic normality of a robust estimator of the regression function for functional time series data

DOI10.1016/j.jkss.2009.10.007zbMath1294.62111OpenAlexW2082898541MaRDI QIDQ2511745

Ali Laksaci, Mohammed Attouch, Elias Ould Saïd

Publication date: 6 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2009.10.007

zbMATH Keywords

asymptotic normalitynonparametric modelrobust estimationkernel estimatesmall balls probabilityfunctional-dependent data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35)

Related Items (17)

Missing responses at random in functional single index model for time series data ⋮ Modified kernel regression estimation with functional time series data ⋮ The trimmed mean in non-parametric regression function estimation ⋮ Robust equivariant non parametric regression estimators for functional ergodic data ⋮ On the robust regression for a censored response data in the single functional index model ⋮ Unnamed Item ⋮ kNN robustification equivariant nonparametric regression estimators for functional ergodic data ⋮ Robust regression analysis for a censored response and functional regressors ⋮ Unnamed Item ⋮ Asymptotic normality of conditional density estimation in the single index model for functional time series data ⋮ On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data ⋮ Nonparametric M-estimation for functional stationary ergodic data ⋮ On the nonparametric estimation of the functional \(\psi\)-regression for a random left-truncation model ⋮ Unnamed Item ⋮ Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: case of an unknown scale parameter ⋮ Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions ⋮ \(M\)-estimation of the regression function under random left truncation and functional time series model

Uses Software

• fda (R)

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