Robust nonparametric regression in time series
type: Item
instance of: scholarly article
title: Robust nonparametric regression in time series
zbMATH Open document ID: 0746.62047
DOI: 10.1016/0047-259X(92)90064-M
author: Young K. Truong
published in: Journal of Multivariate Analysis
publication date: 1992-09-27T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 63376
zbMATH Keywords: kernel estimator
zbMATH Keywords: local \(M\)-estimator
zbMATH Keywords: nonparametric regression
zbMATH Keywords: mixing process
zbMATH Keywords: stationary time series
zbMATH Keywords: robust conditional locational functional estimators
zbMATH Keywords: optimal rate of convergence
MaRDI profile type: Publication
cites work: Robust nonparametric regression estimation
cites work: Robust nonparametric regression estimation for dependent observations
cites work: Strong Uniform Convergence Rates for Some Robust Equivariant Nonparametric Regression Estimates for Mixing Processes
cites work: Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
cites work: Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
cites work: Q3723487
cites work: Robust regression function estimation
cites work: Q3332084
cites work: Uniform consistency of a class of regression function estimators
cites work: Robust nonparametric regression with simultaneous scale curve estimation
cites work: Asymptotic maximal deviation of M-smoothers
cites work: Robust Statistics
cites work: Q5509408
cites work: Q3690869
cites work: A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
cites work: Optimal rates of convergence for nonparametric estimators
cites work: Optimal global rates of convergence for nonparametric regression
cites work: Nonparametric function estimation involving time series
cites work: Q5510038
full work available at URL: 0047-259x(92)90064-m
OpenAlex ID: W2018958020
description: scientific article; zbMATH DE number 63376