Nonparametric \(M\)-regression for functional ergodic data

DOI10.1016/j.spl.2012.12.004zbMath1489.62127OpenAlexW2077305236MaRDI QIDQ1950725

Ali Laksaci, Soumeya Sekkal, Abdelkader Gheriballah

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.12.004

zbMATH Keywords

nonparametric modelrobust estimationkernel estimatefunctional dataergodic data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Nonparametric robustness (62G35) Stationary stochastic processes (60G10) Ergodic theorems, spectral theory, Markov operators (37A30)

Related Items (19)

Note on conditional quantiles for functional ergodic data ⋮ Robust equivariant non parametric regression estimators for functional ergodic data ⋮ Nonparametric modelling for functional data: selected survey and tracks for future ⋮ Robust nonparametric equivariant regression for functional data with responses missing at random ⋮ Unnamed Item ⋮ Unnamed Item ⋮ kNN robustification equivariant nonparametric regression estimators for functional ergodic data ⋮ On the local linear modelization of the conditional density for functional and ergodic data ⋮ Unnamed Item ⋮ Adaptive and minimax estimation of the cumulative distribution function given a functional covariate ⋮ The M-estimator for functional linear regression model ⋮ Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data ⋮ Functional data analysis: estimation of the relative error in functional regression under random left-truncation model ⋮ Nonparametric M-estimation for functional stationary ergodic data ⋮ On the nonparametric estimation of the functional \(\psi\)-regression for a random left-truncation model ⋮ Unnamed Item ⋮ A recursive kernel estimate of the functional modal regression under ergodic dependence condition ⋮ Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: case of an unknown scale parameter ⋮ \(M\)-estimation of the regression function under random left truncation and functional time series model

This page was built for publication: Nonparametric \(M\)-regression for functional ergodic data