Acta mathematica scientia,Series A ›› 2010, Vol. 30 ›› Issue (3): 835-847.

• Articles • Previous Articles     Next Articles

Robust Nonparametric Regression with Simultaneous Scale Curve Estimation Based on Dependent Observations

 WANG Hong-Ning1,2, YU Huan-Ran1   

  1. 1. Department of Mechanics, Lanzhou University, Lanzhou 730000|2. Gansu Radio &|TV University, Lanzhou 730030
  • Received:2008-12-29 Revised:2010-03-03 Online:2010-05-25 Published:2010-05-25

Abstract:

Härdle and Tsybakov's results ([6, p120--135]) is extended to the case where samples are drawn from the strictly stationary sequence with α-mixing. The consistency and asymptotic normality of the estimators are obtained. Simulation studies are conducted to examine the small-sample properties of the proposed estimates.

Key words: Nonparametric regression, Robust curve estimation, Joint estimation of regression and scale curve, Strong mixing, Consistency, Asymptotic normality

CLC Number: 

  • 62G05
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