Robust regression function estimation

DOI10.1016/0047-259X(84)90003-4zbMath0538.62029MaRDI QIDQ793460

Wolfgang Karl Härdle

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalityasymptotic variancerobustificationkernel type estimatorminimax robustnessrobust regression function estimation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (37)

Local \(M\)-estimation for conditional variance function with dependent data ⋮ Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations ⋮ The approximate distribution of nonparametric regression estimates ⋮ Robust estimation in a nonlinear cointegration model ⋮ \(M\)-type smoothing splines with auxiliary scale estimation ⋮ An effective selection of regression variables when the error distribution is incorrectly specified ⋮ \(M\)-type regression splines involving time series ⋮ Asymptotics of conditional empirical processes ⋮ Strong uniform consistency of nonparametric regression function estimates ⋮ Robust estimation in partially linear errors-in-variables models ⋮ Robust nonparametric regression on Riemannian manifolds ⋮ Asymptotic maximal deviation of M-smoothers ⋮ Robust nonparametric equivariant regression for functional data with responses missing at random ⋮ Nonparametric regression estimation under mixing conditions ⋮ Robust estimation for nonparametric generalized regression ⋮ Asymptotic properties for an M-estimator of the regression function with truncation and dependent data ⋮ A Local Linear Least-Absolute-Deviations Estimator of Volatility ⋮ Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression ⋮ Global nonparametric estimation of conditional quantile functions and their derivatives ⋮ Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data ⋮ Robust nonparametric regression in time series ⋮ Asymptotic properties of nonparametric M-estimation for mixing functional data ⋮ Robust nonparametric estimation with missing data ⋮ Almost sure uniform convergence rates for M-smoothers with non-monotone score functions ⋮ Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors ⋮ A robust test for homoscedasticity in nonparametric regression ⋮ Robustness weight by weighted median distance ⋮ Nonparametric M-estimation for functional stationary ergodic data ⋮ Editorial to the special issue on applicable semiparametrics of computational statistics ⋮ Spatial local M-estimation under association ⋮ Asymptotic normality of generalized functional estimators dependent on covariables ⋮ Asymptotic normality for robust R-estimators of regression function ⋮ Robust nonparametric regression estimation ⋮ L₁-estimation for varying coefficient models ⋮ Bounding quantiles in sample selection models ⋮ Local M-estimation for Conditional Variance in Heteroscedastic Regression Models ⋮ Bandwidth selection in robust smoothing

Cites Work

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