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The consistency of \(M\)-estimates constructed from a concave weight function. (English. Ukrainian original) Zbl 0933.62057

Theory Probab. Math. Stat. 57, 11-18 (1998); translation from Teor. Jmovirn. Mat. Stat. 57, 10-17 (1997).
A model of nonlinear regression in the structured case is considered. The \(M\)-estimator of the regression parameter, which has robustness properties by convex scaled functions, is constructed and its strong consistency is proved. Contrast inequalities for unimodal distributions of rates of observations are found. Also, the case of Gaussian rates in an infinite-dimensional Hilbert space is studied.

MSC:

62J02 General nonlinear regression
62G35 Nonparametric robustness
62G05 Nonparametric estimation
62H12 Estimation in multivariate analysis
62G20 Asymptotic properties of nonparametric inference
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