Under a nonparametric robust regression model, we consider the problem of estimating the score function psi(x) for a fixed x in a functional space and with unknown scale parameter. The principal aim of this work is to establish the asymptotic normality of this estimator for a stationary ergodic process without any use of traditional mixing conditions. (C) 2019 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.
机构:
Univ Buenos Aires, Fac Ciencias Exactas & Nat, Dept Matemat, RA-1428 Buenos Aires, DF, Argentina
Consejo Nacl Invest Cient & Tecn, IMAS, RA-1428 Buenos Aires, DF, ArgentinaUniv Buenos Aires, Fac Ciencias Exactas & Nat, Dept Matemat, RA-1428 Buenos Aires, DF, Argentina
Boente, Graciela
Vahnovan, Alejandra
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Univ Nacl La Plata, Fac Ciencias Exactas, Dept Matemat, RA-1900 La Plata, Buenos Aires, Argentina
Consejo Nacl Invest Cient & Tecn, La Plata, Buenos Aires, ArgentinaUniv Buenos Aires, Fac Ciencias Exactas & Nat, Dept Matemat, RA-1428 Buenos Aires, DF, Argentina
机构:
Univ Buenos Aires, Fac Ciencias Exactas & Nat, Dept Matemat, RA-1428 Buenos Aires, DF, Argentina
Consejo Nacl Invest Cient & Tecn, IMAS, RA-1428 Buenos Aires, DF, ArgentinaUniv Buenos Aires, Fac Ciencias Exactas & Nat, Dept Matemat, RA-1428 Buenos Aires, DF, Argentina
Boente, Graciela
Vahnovan, Alejandra
论文数: 0引用数: 0
h-index: 0
机构:
Univ Nacl La Plata, Fac Ciencias Exactas, Dept Matemat, RA-1900 La Plata, Buenos Aires, Argentina
Consejo Nacl Invest Cient & Tecn, La Plata, Buenos Aires, ArgentinaUniv Buenos Aires, Fac Ciencias Exactas & Nat, Dept Matemat, RA-1428 Buenos Aires, DF, Argentina