Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: Case of an unknown scale parameter

被引:3
作者
Attouch, Mohammed Kadi [1 ]
Kaid, Zoulikha [1 ]
Louhab, Hayat [2 ]
机构
[1] King Khalid Univ, Coll Sci, Dept Math, POB 9004, Abha, Saudi Arabia
[2] Univ Djillali Liabes Sidi Bel Abbes, Lab Probabilites, Stat, Proc Stochast, BP 89, Sidi Bel Abbes 22000, Algeria
关键词
NONPARAMETRIC REGRESSION;
D O I
10.1016/j.crma.2019.04.010
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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.
引用
收藏
页码:478 / 481
页数:4
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