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Journal Articles Statistical Papers Year : 2020

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

Saliha Derrar
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Ali Laksaci
  • Function : Author

Abstract

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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Dates and versions

hal-04412562 , version 1 (23-01-2024)

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Saliha Derrar, Ali Laksaci, Elias Ould-Said. M-estimation of the regression function under random left truncation and functional time series model. Statistical Papers, 2020, 61 (3), pp.1181-1202. ⟨10.1007/s00362-018-0979-z⟩. ⟨hal-04412562⟩
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