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Abstract Under a nonparametric robust regression model, we consider the problem of estimating the score function ψ x for a fixed x in a functional space and with unknown scale… Click to show full abstract
Abstract Under a nonparametric robust regression model, we consider the problem of estimating the score function ψ x 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.
Keywords:
regression;
unknown scale;
asymptotic normality;
function;
scale parameter
Journal Title: Comptes Rendus Mathematique
Year Published: 2019
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Journal Title: Comptes Rendus Mathematique
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!