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M-estimation of the regression function under random left truncation and functional time series model
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M-estimation of the regression function under random left truncation and functional time series model

Saliha Derrar, Ali Laksaci and Elias Ould Said
Statistical papers (Berlin, Germany), Vol.61(3), pp.1181-1202
01/06/2020

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
In this paper we study the M-estimation of the functional nonparametric regression when the response variable is subject to left-truncation by an other random variable. Under standard assumptions, we get the almost complete convergence rate of this robust estimate when the sample is an alpha-mixing sequence. This approach can be applied in time series analysis to the prediction problem. Our asymptotic results are confronted by some simulations study.

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