Strong convergence of robust equivariant nonparametric functional regression estimators

Graciela Boente and Alejandra Vahnovan

Statistics & Probability Letters, 2015, vol. 100, issue C, 1-11

Abstract: Robust nonparametric equivariant M-estimators for the regression function have been extensively studied when the covariates are in Rk. In this paper, we derive strong uniform convergence rates for kernel-based robust equivariant M-regression estimator when the covariates are functional.

Keywords: Functional data; Kernel weights; M-location functionals; Robust estimation (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.spl.2015.01.028

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