DOI QR코드

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ROBUST REGRESSION SMOOTHING FOR DEPENDENT OBSERVATIONS

Kim, Tae-Yoon;Song, Gyu-Moon;Kim, Jang-Han

  • Published : 2004.04.01

Abstract

Boente and Fraiman [2] studied robust nonparametric estimators for regression or autoregression problems when the observations exhibit serial dependence. They established strong consistency of two families of M-type robust equivariant estimators for $\phi$-mixing processes. In this paper we extend their results to weaker $\alpha$$alpha$-mixing processes.

Keywords

Robust nonparametric regression;strong consistency;$\alpha$-mixing sequence

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