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Abstract:
This paper considers a nonparametric M-estimator of a regression function for functional stationary ergodic data. More precisely, in the ergodic data setting, we consider the regression of a real random variable Y over an explanatory random variable X taking values in some semi-metric abstract space. Under some mild conditions, the weak consistency and the asymptotic normality of the M-estimator are established. Furthermore, a simulated example is provided to examine the finite sample performance of the M-estimator.
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ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
ISSN: 0168-9673
CN: 11-2041/O1
Year: 2019
Issue: 3
Volume: 35
Page: 491-512
0 . 7 9 1
JCR@2019
0 . 9 0 0
JCR@2023
ESI Discipline: MATHEMATICS;
ESI HC Threshold:59
JCR Journal Grade:3
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count: 2
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 0
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