Robust nonparametric regression on Riemannian manifolds

被引:10
作者
Henry, Guillermo [2 ]
Rodriguez, Daniela [1 ]
机构
[1] Univ Buenos Aires, Inst Calculo, FCEyN, Buenos Aires, DF, Argentina
[2] Univ Buenos Aires, Dept Matemat, FCEyN, Buenos Aires, DF, Argentina
关键词
nonparametric regression; robust estimation; kernel weights; k-nearest neighbour weights; Riemannian manifolds; STRONG UNIFORM-CONVERGENCE; KERNEL DENSITY-ESTIMATION; MIXING PROCESSES; ESTIMATORS;
D O I
10.1080/10485250902846439
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this study, we introduce two families of robust kernel-based regression estimators when the regressors are random objects taking values in a Riemannian manifold. The first proposal is a local M-estimator based on kernel methods, adapted to the geometry of the manifold. For the second proposal, the weights are based on k-nearest neighbour kernel methods. Strong uniform consistent results as well as the asymptotical normality of both families are established. Finally, a Monte Carlo study is carried out to compare the performance of the robust proposed estimators with that of the classical ones, in normal and contaminated samples and a cross-validation method is discussed.
引用
收藏
页码:611 / 628
页数:18
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