Nonparametric M-regression for functional ergodic data

Abdelkader Gheriballah, Ali Laksaci and Soumeya Sekkal

Statistics & Probability Letters, 2013, vol. 83, issue 3, 902-908

Abstract: Let (Xi,Yi)i=1,…,n be a sequence of stationary ergodic processes valued in F×R, where F is a semi-metric space. We consider the problem of estimating the regression function of Yi given Xi by the robust M-estimation method. The principal aim of this work is to prove the almost complete convergence (with rate) for the proposed estimator. This result is obtained under a stationary ergodic process assumption, without using traditional mixing conditions.

Keywords: Functional data; Kernel estimate; Nonparametric model; Robust estimation; Ergodic data (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (5)

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DOI: 10.1016/j.spl.2012.12.004

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