Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153089 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
Let (Xi,Yi)i=1,â¦,n be a sequence of stationary ergodic processes valued in FÃR, where F is a semi-metric space. We consider the problem of estimating the regression function of Yi given Xi by the robust M-estimation method. The principal aim of this work is to prove the almost complete convergence (with rate) for the proposed estimator. This result is obtained under a stationary ergodic process assumption, without using traditional mixing conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Abdelkader Gheriballah, Ali Laksaci, Soumeya Sekkal,