Robust nonparametric regression estimation for dependent observations

DOI10.1214/AOS/1176347266zbMATH Open0683.62023OpenAlexW2080036344MaRDI QIDQ1824962FDOQ1824962

Authors: Graciela Boente, Ricardo Fraiman 

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347266

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• scientific article; zbMATH DE number 3915424

zbMATH Keywords

nonparametric regressionkernel methodsautoregressionphi-mixingStrong consistencyalpha-mixingk-nearest neighbor kernel methodsM- type robust equivariant estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Robust estimators in semi-functional partial linear regression models
• Robust estimation of error scale in nonparametric regression models
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• The trimmed mean in non-parametric regression function estimation
• On a robust local estimator for the scale function in heteroscedastic nonparametric regression
• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
• Robust estimation in partially linear errors-in-variables models
• ROBUST REGRESSION SMOOTHING FOR DEPENDENT OBSERVATIONS
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• kNN robustification equivariant nonparametric regression estimators for functional ergodic data
• Nonparametric robust regression estimation for censored data
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• Robust regression analysis for a censored response and functional regressors
• Strong convergence of robust equivariant nonparametric functional regression estimators
• Robust nonparametric regression in time series
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
• Robust kernel estimators for additive models with dependent observations
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• Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models
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• Robust Nonparametric Regression with Output in SO(3)
• Asymptotic properties of nonparametric M-estimation for mixing functional data
• Discontinuities in robust nonparametric regression with \(\alpha\)-mixing dependence
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• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
• Strong Uniform Convergence Rates for Some Robust Equivariant Nonparametric Regression Estimates for Mixing Processes
• Nonparametric estimation for dependent data

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