Asymptotic normality of a robust estimator of the regression function for functional time series data

被引：0

作者：

Mohammed Attouch

Ali Laksaci

Elias Ould Saïd

机构：

[1] Univ. Djillali Liabès,Lab. de Mathématiques

[2] Sidi Bel Abbes,undefined

[3] Univ. de Lille Nord de France,undefined

[4] LMPA,undefined

[5] ULCO,undefined

来源：

Journal of the Korean Statistical Society | 2010年 / 39卷

关键词：

Asymptotic normality; Functional-dependent data; Kernel estimate; Nonparametric model; Robust estimation; Small balls probability; primary 62G35; secondary 62E20;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We propose a family of robust nonparametric estimators for a regression function based on the kernel method. We establish the asymptotic normality of the estimator under the concentration property on small balls probability measure of the functional explanatory variable when the observations exhibit some kind of dependence. This approach can be applied in time series analysis to make prediction and build confidence bands.Weillustrate our methodology on the US electricity consumption data.

引用

页码：489 / 500

页数：11

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