\(M\)-estimators for isotonic regression

DOI10.1016/j.jspi.2012.02.051zbMath1244.62023arXiv1105.5065OpenAlexW2963647644MaRDI QIDQ433757

Enrique E. Álvarez, Víctor J. Yohai

Publication date: 6 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.5065

zbMATH Keywords

robust estimates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items

A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion ⋮ New designs to consistently estimate the isotonic regression ⋮ Robust estimation in partially linear regression models with monotonicity constraints ⋮ Double penalized semi-parametric signed-rank regression with adaptive LASSO ⋮ Robust estimators in a generalized partly linear regression model under monotony constraints ⋮ M-estimation for the partially linear regression model under monotonic constraints ⋮ Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties

Uses Software

• robustbase

Cites Work

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• The distribution of the argmax of two-sided brownian motion with quadratic drift
• Probability for Statisticians
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• On Estimating Monotone Parameters
• A practical guide to splines.

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