Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151397 | Statistics & Probability Letters | 2015 | 11 Pages |
Abstract
Robust nonparametric equivariant MM-estimators for the regression function have been extensively studied when the covariates are in RkRk. In this paper, we derive strong uniform convergence rates for kernel-based robust equivariant MM-regression estimator when the covariates are functional.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Graciela Boente, Alejandra Vahnovan,