Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models

被引:27
作者
Attouch, Mohammed [1 ]
Laksaci, Ali [1 ]
Ould-Said, Elias [1 ]
机构
[1] Univ Littoral Cote dOpale, LMPA J Liouville, F-62228 Calais, France
关键词
Asymptotic distribution; Functional data; Kernel estimate; Nonparametric model; Robust estimation; Small balls probability; REGRESSION ESTIMATION; TIME-SERIES; CONVERGENCE; RATES;
D O I
10.1080/03610920802422597
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
We propose a family of robust nonparametric estimators for regression function based on kernel method. We establish the asymptotic normality of the estimator under the concentration properties on small balls of the probability measure of the functional explanatory variables. Useful applications to prediction, discrimination in a semi-metric space, and confidence curves are given. In addition, to highlight the generality of our purpose and to emphasize the role of each of our hypotheses, several special cases of our general conditions are also discussed. Finally, some numerical study in chemiometrical real data are carried out to compare the sensitivity to outliers between the classical and robust regression.
引用
收藏
页码:1317 / 1335
页数:19
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