Strong convergence of robust equivariant nonparametric functional regression estimators

Robust nonparametric equivariant M-estimators for the regression function have been extensively studied when the covariates are in Rk. In this paper, we derive strong uniform convergence rates for kernel-based robust equivariant M-regression estimator when the covariates are functional.

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Year of publication:	2015
Authors:	Boente, Graciela ; Vahnovan, Alejandra
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 100.2015, C, p. 1-11
Publisher:	Elsevier
Subject:	Functional data \| Kernel weights \| M-location functionals \| Robust estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011263153