Asymptotic properties of nonparametric M-estimation for mixing functional data

DOI10.1016/j.jspi.2008.05.007zbMath1149.62031OpenAlexW2072254463MaRDI QIDQ958810

Jia Chen, Zhang, Lixin

Publication date: 8 December 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.05.007

zbMATH Keywords

consistencyasymptotic normalityfunctional data\(\alpha \)-mixingnonparametric M-estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Nonparametric statistical resampling methods (62G09)

Related Items (11)

Robust equivariant non parametric regression estimators for functional ergodic data ⋮ kNN robustification equivariant nonparametric regression estimators for functional ergodic data ⋮ Local linear estimate of the nonparametric robust regression in functional data ⋮ Unnamed Item ⋮ Asymptotic properties for an M-estimator of the regression function with truncation and dependent data ⋮ Nearest neighbors estimation for long memory functional data ⋮ The M-estimator for functional linear regression model ⋮ Nonparametric M-estimation for functional stationary ergodic data ⋮ On the nonparametric estimation of the functional \(\psi\)-regression for a random left-truncation model ⋮ Functional local linear estimate for functional relative-error regression ⋮ \(M\)-estimation of the regression function under random left truncation and functional time series model

Uses Software

• fda (R)

Cites Work

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