Robust kernel regression function with uncertain scale parameter for high dimensional ergodic data using $ k $-nearest neighbor estimation

Robust kernel regression function with uncertain scale parameter for high dimensional ergodic data using $ k $-nearest neighbor estimation

In this paper, we consider a new method dealing with the problem of estimating the scoring function $ \gamma_a $, with a constant $ a $, in functional space and an unknown scale parameter under a nonparametric robust regression model. Based on the $ k $ Nearest Neighbors ($ k $NN) method, the primar...

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Bibliographic Details
Main Authors: Fatimah Alshahrani, Wahiba Bouabsa, Ibrahim M. Almanjahie, Mohammed Kadi Attouch
Format: Article
Language:English
Published: AIMS Press 2023-04-01
Series:AIMS Mathematics
Subjects:
asymptotic normality
functional data analysis
robust regression estimation
k-nn method
financial data
kernel method
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2023655?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2023655?viewType=HTML

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