On the local linear modelization of the nonparametric robust regression for functional time series data

被引:0
|
作者
Chemikh, Souheyla [1 ]
Belarbi, Faiza [1 ]
Laksaci, Ali [2 ]
机构
[1] Univ Djillali Liabes Sidi Bel Abbes, Lab Stat & Stochast Proc, BP 89, Sidi Bel Abbes 22000, Algeria
[2] King Khalid Univ, Coll Sci, Dept Math, POB 9004, Abha 61413, Saudi Arabia
关键词
Functional data analysis; Local linear method; Robust estimation; Asymptotic normality; Almost complete convergence; Strong mixing; CONDITIONAL DENSITY; ESTIMATOR; ERROR;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this work, we construct a robust nonparametric local linear estimator for a regression function when the regressors are a functional random variables by combining both Mestimation technique and an local linear ideas, we establish the almost complete convergence rate as well as the asymptotic normality of this estimator under an alpha-mixing assumption and on some topological characteristics of the data. Moreover, a simulation study is given in order to evaluate. on a finite sample, the performance of our estimator.
引用
收藏
页码:1 / 20
页数:20
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