Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
권호 표지
DOI QR코드

DOI QR Code

ROBUST REGRESSION SMOOTHING FOR DEPENDENT OBSERVATIONS

  • Published : 2004.04.01
Download PDF
⟨ Previous Next ⟩

Abstract

Boente and Fraiman [2] studied robust nonparametric estimators for regression or autoregression problems when the observations exhibit serial dependence. They established strong consistency of two families of M-type robust equivariant estimators for $\phi$-mixing processes. In this paper we extend their results to weaker $\alpha$$alpha$-mixing processes.

Keywords

References

  1. J. Multivariate Anal. v.29 Robust nonparametric regression estimation G.Boente;R.Fraiman https://doi.org/10.1016/0047-259X(89)90023-7
  2. Ann. Statist. v.17 Robust nonparametric regression estimation for dependent observations G.Boente;R.Fraiman https://doi.org/10.1214/aos/1176347266
  3. Zeit. Wahr. ver. Geb v.66 Proprietes de convergence presque complete du predicteur a noyau G.Collomb https://doi.org/10.1007/BF00533708
  4. Stochastic Process. Appl. v.56 Strong uniform convergence rates in robust nonparametric time series and prediction:Kernel regression estimation from dependent observations G.Collomb;W.Hardle https://doi.org/10.1016/0304-4149(86)90017-7
  5. Stochastic Process. Appl. v.56 Moment bounds for mixing random variables useful in nonparameteric function estimation D.Cox;T.Y.Kim https://doi.org/10.1016/0304-4149(94)00063-Y
  6. C. R. Acad. Sci. Paris Ser. Ⅰ Math. v.298 Vitesse de convergence dans la theorme central limite pour des variables aleatories melangeantes a valeurs dans un espace de Hilbert P.Doukhan;J.Leon;F.Portal
  7. Theory Probab. Appl. v.9 On estimating regression E.A.Nadaraya https://doi.org/10.1137/1109020
  8. J. Time Ser. Anal. v.4 Nonparametric estimatior for time series P.Robinson https://doi.org/10.1111/j.1467-9892.1983.tb00368.x
  9. Lecture Notes in Statist. v.26 Robust nonparametric autoregression,Robust and Nonlinear Time Series Analysis https://doi.org/10.1007/978-1-4615-7821-5_14
  10. Sankhya Ser. A v.26 Smooth regression analysis G.S.Watson