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Abstract:

Robust nonparametric estimators for additive regression or autoregression models under an α-mixing condition are proposed. They are based on local M-estimators or local medians with kernel weights, and their asymptotic behaviour is studied. Moreover, these local M-estimators achieve the same univariate rate of convergence as their linear relatives.

Registro:

Documento: Artículo
Título:Robust kernel estimators for additive models with dependent observations
Autor:Bianco, A.; Boente, G.
Filiación:Instituto de Cálculo, Fac. Ciencias Exactas y Nat., Pabellón No. 2, Buenos Aires, 1428, Argentina
Departamento de Matemáticas, Fac. Ciencias Exactas y Nat., Pabellón No. 1, Buenos Aires, 1428, Argentina
Palabras clave:Additive model; Kernel estimation; Nonparametric regression; Robust estimation; α-mixing conditions
Año:1998
Volumen:26
Número:2
Página de inicio:239
Página de fin:255
DOI: http://dx.doi.org/10.2307/3315508
Título revista:Canadian Journal of Statistics
Título revista abreviado:Can. J. Stat.
ISSN:03195724
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03195724_v26_n2_p239_Bianco

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Citas:

---------- APA ----------
Bianco, A. & Boente, G. (1998) . Robust kernel estimators for additive models with dependent observations. Canadian Journal of Statistics, 26(2), 239-255.
http://dx.doi.org/10.2307/3315508
---------- CHICAGO ----------
Bianco, A., Boente, G. "Robust kernel estimators for additive models with dependent observations" . Canadian Journal of Statistics 26, no. 2 (1998) : 239-255.
http://dx.doi.org/10.2307/3315508
---------- MLA ----------
Bianco, A., Boente, G. "Robust kernel estimators for additive models with dependent observations" . Canadian Journal of Statistics, vol. 26, no. 2, 1998, pp. 239-255.
http://dx.doi.org/10.2307/3315508
---------- VANCOUVER ----------
Bianco, A., Boente, G. Robust kernel estimators for additive models with dependent observations. Can. J. Stat. 1998;26(2):239-255.
http://dx.doi.org/10.2307/3315508