Asymptotic distribution of robust k-nearest neighbour estimator for functional nonparametric models |
Mohammed Kadi Attouch and Tawfik Benchikh |
Abstract We propose a family of robust nonparametric estimators for robust regression function
based on k-nearest neighbour (k-NN) method. We establish the
asymptotic normality of the estimator under the concentration
properties on small balls of the probability measure of the
functional explanatory variables.
|
Keywords: Asymptotic distribution; functional data; k-nearest neighbour; robust estimation; small balls probability. |
MSC: 62G05, 62G08, 62G20, 62G35 |
Pages: 275--285 |
Volume 64
, Issue 4
, 2012
|