Asymptotic Distribution of Robust Estimators for Nonparametric Models from Mixing Processes

Graciela Boente; Ricardo Fraiman

doi:10.1214/aos/1176347631

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Home > Journals > Ann. Statist. > Volume 18 > Issue 2 > Article

June, 1990 Asymptotic Distribution of Robust Estimators for Nonparametric Models from Mixing Processes

Graciela Boente, Ricardo Fraiman

Ann. Statist. 18(2): 891-906 (June, 1990). DOI: 10.1214/aos/1176347631

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Abstract

In this paper we obtain the asymptotic distribution of robust nonparametric autoregression estimators for dependent observations. Weights based on kernel and nearest-neighbor methods are considered.

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Graciela Boente. Ricardo Fraiman. "Asymptotic Distribution of Robust Estimators for Nonparametric Models from Mixing Processes." Ann. Statist. 18 (2) 891 - 906, June, 1990. https://doi.org/10.1214/aos/1176347631

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Published: June, 1990

First available in Project Euclid: 12 April 2007

zbMATH: 0703.62025

MathSciNet: MR1056342

Digital Object Identifier: 10.1214/aos/1176347631

Subjects:

Primary: 62F35

Secondary: 62G05

Keywords: $\alpha$-mixing processes , $M$-estimators , Kernel estimates , nearest-neighbor methods , Robust nonparametric autoregression

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Vol.18 • No. 2 • June, 1990

Institute of Mathematical Statistics

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Graciela Boente, Ricardo Fraiman "Asymptotic Distribution of Robust Estimators for Nonparametric Models from Mixing Processes," The Annals of Statistics, Ann. Statist. 18(2), 891-906, (June, 1990)

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