Convergence rate of nonparametric recursive M-estimation for functional stationary ergodic data

DOI10.3969/J.ISSN.1003-5060.2019.05.022zbMATH Open1449.62088MaRDI QIDQ5209536FDOQ5209536

Authors: Chuxi Chen, Nengxiang Ling, Jing Ling, Yang Liu 

Publication date: 22 January 2020

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• Consistency of the recursive nonparametric regression estimation for dependent functional data
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• Rates of strong consistencies of the regression function estimator for functional stationary ergodic data

zbMATH Keywords

recursive estimationconvergence rate\(M\)-estimationalmost complete convergenceergodic data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Functional data analysis (62R10)

Cited In (7)

• Nonparametric estimation of expectile regression in functional dependent data
• Nonparametric M-estimation for functional stationary ergodic data
• Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data
• Nonparametric \(M\)-regression for functional ergodic data
• Consistency of the recursive nonparametric regression estimation for dependent functional data
• Rate of uniform consistency for a class of mode regression on functional stationary ergodic data
• Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series

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