Robust estimation of error scale in nonparametric regression models

DOI10.1016/j.jspi.2008.01.005zbMath1140.62030OpenAlexW2026650613MaRDI QIDQ935454

Marcelo Ruiz, Isabella Rodica Ghement, Ruben H. Zamar

Publication date: 6 August 2008

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.01.005

zbMATH Keywords

outliersfixed designmaxbias\(M\)-scale estimator\(M\)-scale functionalasymptotic breakdown pointconsecutive differenceserror scale

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (9)

Asymptotics for M-type smoothing splines with non-smooth objective functions ⋮ Robust testing for superiority between two regression curves ⋮ Robust and efficient estimation of nonparametric generalized linear models ⋮ \(M\)-estimators for isotonic regression ⋮ Bandwidth choice for robust nonparametric scale function estimation ⋮ Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy ⋮ Robust estimation of error scale in nonparametric regression models ⋮ On a robust local estimator for the scale function in heteroscedastic nonparametric regression ⋮ Robust estimators in semi-functional partial linear regression models

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• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data

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