Abstract
Under a nonparametric robust regression model, we consider the problem of estimating the score function psi(x) for a fixed x in a functional space and with unknown scale parameter. The principal aim of this work is to establish the asymptotic normality of this estimator for a stationary ergodic process without any use of traditional mixing conditions. (C) 2019 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.