Asymptotic properties of nonparametric M-estimation for mixing functional data

DOI10.1016/J.JSPI.2008.05.007MaRDI QIDQ958810zbMATH OpenOpenAlexFDO

Authors Jia Chen, Lixin Zhang

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

\(\alpha \)-mixingasymptotic normalityconsistencyfunctional datanonparametric M-estimation

Mathematics Subject Classification ID

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

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Cited in

(22)

• Nonparametric regression for mixing functional random variables
• M-estimators of location for functional data
• Local linear estimate of the nonparametric robust regression in functional data
• Mixture inner product spaces and their application to functional data analysis
• Nearest neighbors estimation for long memory functional data
• 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
• The M-estimator for functional linear regression model
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• Nonparametric estimation of variance function for functional data under mixing conditions
• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
• Robust equivariant non parametric regression estimators for functional ergodic data
• Bahadur representation for the nonparametric M-estimator under -mixing dependence
• scientific article; zbMATH DE number 7765969 (Why is no real title available?)
• kNN robustification equivariant nonparametric regression estimators for functional ergodic data
• Robust nonparametric regression: a review
• Simulating the behavior of a kernel M-estimator for left-truncated and associated model
• Approximation of smooth multivariate regression functions by universal kernel estimators
• M-estimation of the regression function under random left truncation and functional time series model
• Asymptotics for the nonparametric estimation of the mean function of a random process
• A generic approach to nonparametric function estimation with mixed data

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