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张立新

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期刊论文

Asymptotic properties of nonparametric M-estimation for mixing functional data

张立新Jia Chen* Lixin Zhang

Journal of Statistical Planning and Inference 139(2009)533-546,-0001,():

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摘要/描述

We investigate the asymptotic behavior of a nonparametric M-estimator of a regression function for stationary dependent processes, where the explanatory variables take values in some abstract functional space. Under some regularity conditions, we give the weak and strong consistency of the estimator as well as its asymptotic normality. We also give two examples of functional processes that satisfy the mixing conditions assumed in this paper. Furthermore, a simulated example is presented to examine the finite sample performance of the proposed estimator.

【免责声明】以下全部内容由[张立新]上传于[2010年08月31日 18时47分14秒],版权归原创者所有。本文仅代表作者本人观点,与本网站无关。本网站对文中陈述、观点判断保持中立,不对所包含内容的准确性、可靠性或完整性提供任何明示或暗示的保证。请读者仅作参考,并请自行承担全部责任。

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