Gheriballah, Abdelkader; Laksaci, Ali; Sekkal, Soumeya - In: Statistics & Probability Letters 83 (2013) 3, pp. 902-908
Let (Xi,Yi)i=1,…,n be a sequence of stationary ergodic processes valued in F×R, where F is a semi-metric space. We consider the problem of estimating the regression function of Yi given Xi by the robust M-estimation method. The principal aim of this work is to prove the almost complete...