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. © 2015 Elsev...

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Detalles Bibliográficos
Autores principales: Boente, G., Vahnovan, A.
Formato: JOUR
Materias:
Functional data
Kernel weights
M-location functionals
Robust estimation
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_01677152_v100_n_p1_Boente
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id todo:paper_01677152_v100_n_p1_Boente
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spelling todo:paper_01677152_v100_n_p1_Boente2023-10-03T15:05:12Z Strong convergence of robust equivariant nonparametric functional regression estimators Boente, G. Vahnovan, A. Functional data Kernel weights M-location functionals Robust estimation 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. © 2015 Elsevier B.V. Fil:Boente, G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_01677152_v100_n_p1_Boente
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Functional data
Kernel weights
M-location functionals
Robust estimation
spellingShingle Functional data
Kernel weights
M-location functionals
Robust estimation
Boente, G.
Vahnovan, A.
Strong convergence of robust equivariant nonparametric functional regression estimators
topic_facet Functional data
Kernel weights
M-location functionals
Robust estimation
description 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. © 2015 Elsevier B.V.
format JOUR
author Boente, G.
Vahnovan, A.
author_facet Boente, G.
Vahnovan, A.
author_sort Boente, G.
title Strong convergence of robust equivariant nonparametric functional regression estimators
title_short Strong convergence of robust equivariant nonparametric functional regression estimators
title_full Strong convergence of robust equivariant nonparametric functional regression estimators
title_fullStr Strong convergence of robust equivariant nonparametric functional regression estimators
title_full_unstemmed Strong convergence of robust equivariant nonparametric functional regression estimators
title_sort strong convergence of robust equivariant nonparametric functional regression estimators
url http://hdl.handle.net/20.500.12110/paper_01677152_v100_n_p1_Boente
work_keys_str_mv AT boenteg strongconvergenceofrobustequivariantnonparametricfunctionalregressionestimators
AT vahnovana strongconvergenceofrobustequivariantnonparametricfunctionalregressionestimators
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