M-estimation of the regression function under random left truncation and functional time series model

DOI10.1007/S00362-018-0979-ZMaRDI QIDQ779694zbMATH OpenOpenAlexFDO

Authors Saliha Derrar, Ali Laksaci, Elias Ould Saïd

Publication date 14 July 2020

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-018-0979-z

zbMATH Keywords

asymptotic normalityfunctional datastrong consistencyrobust estimationkernel estimatortruncated dataLynden-Bell estimatorsmall balls probabilities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35) Functional data analysis (62R10)

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Cited in

(5)

• On the nonparametric estimation of the functional \(\psi\)-regression for a random left-truncation model
• Nonparametric relative recursive regression
• Local linear estimation of the conditional mode under left truncation for functional regressors
• Functional data analysis: estimation of the relative error in functional regression under random left-truncation model
• scientific article; zbMATH DE number 7644911 (Why is no real title available?)

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