Asymptotic distribution of robust k-nearest neighbour estimator for functional nonparametric models
Keywords:
Asymptotic distribution, functional data, k-nearest neighbour, robust estimation, small balls probabilitySubjects:
62G05, 62G08, 62G20, 62G35Abstract
We propose a family of robust nonparametric estimators for robust regression functionbased on k-nearest neighbour (k-NN) method. We establish theasymptotic normality of the estimator under the concentrationproperties on small balls of the probability measure of thefunctional explanatory variables.
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2012-10-15
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