INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
Robust kernel estimators for additive models with dependent observations
Autor/es:
BIANCO, ANA; BOENTE, GRACIELA
Revista:
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
Editorial:
Statistical Society of Canada
Referencias:
Lugar: Canadá; Año: 1998 vol. 26 p. 239 - 255
ISSN:
0319-5724
Resumen:
Robust nonparametric estimators for additive regression or autoregression models under an -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.
