Asymptotic distribution of robust k-nearest neighbour estimator for functional nonparametric models

Authors

  • Mohammed Kadi Attouch Lab. de Mathématiques, Univ. Djillali Liabès, Sidi Bel Abbès, BP 89, Sidi Bel Abbès 22000, Algeria Author
  • Tawfik Benchikh Lab. de Mathématiques, Univ. Djillali Liabès, Sidi Bel Abbès, BP 89, Sidi Bel Abbès 22000, Algeria Author

Keywords:

Asymptotic distribution, functional data, k-nearest neighbour, robust estimation, small balls probability

Subjects:

62G05, 62G08, 62G20, 62G35

Abstract

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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Published

2012-10-15