Robust kernel estimators for additive models with dependent observations

Robust nonparametric estimators for additive regression or autoregression models under an α-mixing condition are proposed. They are based on local M-estimators or local medians with kernel weights, and their asymptotic behaviour is studied. Moreover, these local M-estimators achieve the same univari...

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Detalles Bibliográficos
Autores principales: Bianco, A., Boente, G.
Formato: JOUR
Materias:
Additive model
Kernel estimation
Nonparametric regression
Robust estimation
α-mixing conditions
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_03195724_v26_n2_p239_Bianco
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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