\(M\)-estimation of the regression function under random left truncation and functional time series model

DOI10.1007/s00362-018-0979-zzbMath1461.62238OpenAlexW2790582651MaRDI QIDQ779694

Saliha Derrar, Elias Ould Saïd, Ali Laksaci

Publication date: 14 July 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-018-0979-z

zbMATH Keywords

asymptotic normalitykernel estimatorstrong consistencyrobust estimationtruncated datafunctional dataLynden-Bell estimatorsmall balls probabilities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Nonparametric relative recursive regression ⋮ Unnamed Item ⋮ Local linear estimation of the conditional mode under left truncation for functional regressors

Uses Software

• fda (R)

Cites Work

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