Adaptive \(L\)-estimation for linear models

DOI10.1214/aos/1176347022zbMath0736.62060OpenAlexW2017342120MaRDI QIDQ1812610

Roger W. Koenker, Stephen L. Portnoy

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347022

zbMATH Keywords

Monte Carloregression quantilesasymptotic efficiencyadaptive estimatorconditional distributionslopeinterceptconditional quantile estimatorasymptotically efficient adaptive L-estimatorkernel-density estimationsmall sample performances

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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