Under a nonparametric robust regression model, we consider the problem of estimating the score function for a fixed x in a functional space and with unknown scale parameter. The principal aim of this work is to establish the asymptotic normality of this estimator for a stationary ergodic process without any use of traditional mixing conditions.
Sous un modèle de régression non paramétrique robuste, nous considérons le problème d'estimation de la fonction de score pour x fixé dans un espace fonctionnel et quand le paramètre d'échelle est inconnu. L'objectif principal est d'établir la normalité asymptotique de cet estimateur pour un processus ergodique stationnaire sans hypothèse de mélange.
Accepted:
Published online:
Mohammed Kadi Attouch 1; Zoulikha Kaid 1; Hayat Louhab 2
@article{CRMATH_2019__357_5_478_0, author = {Mohammed Kadi Attouch and Zoulikha Kaid and Hayat Louhab}, title = {Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: {Case} of an unknown scale parameter}, journal = {Comptes Rendus. Math\'ematique}, pages = {478--481}, publisher = {Elsevier}, volume = {357}, number = {5}, year = {2019}, doi = {10.1016/j.crma.2019.04.010}, language = {en}, }
TY - JOUR AU - Mohammed Kadi Attouch AU - Zoulikha Kaid AU - Hayat Louhab TI - Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: Case of an unknown scale parameter JO - Comptes Rendus. Mathématique PY - 2019 SP - 478 EP - 481 VL - 357 IS - 5 PB - Elsevier DO - 10.1016/j.crma.2019.04.010 LA - en ID - CRMATH_2019__357_5_478_0 ER -
%0 Journal Article %A Mohammed Kadi Attouch %A Zoulikha Kaid %A Hayat Louhab %T Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: Case of an unknown scale parameter %J Comptes Rendus. Mathématique %D 2019 %P 478-481 %V 357 %N 5 %I Elsevier %R 10.1016/j.crma.2019.04.010 %G en %F CRMATH_2019__357_5_478_0
Mohammed Kadi Attouch; Zoulikha Kaid; Hayat Louhab. Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: Case of an unknown scale parameter. Comptes Rendus. Mathématique, Volume 357 (2019) no. 5, pp. 478-481. doi : 10.1016/j.crma.2019.04.010. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2019.04.010/
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