Robust nonparametric regression with simultaneous scale curve estimation

DOI10.1214/aos/1176350694zbMath0668.62025OpenAlexW2079605658MaRDI QIDQ1118285

Alexandre B. Tsybakov, Wolfgang Karl Härdle

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aos/1176350694

zbMATH Keywords

asymptotic normalityasymptotic biasnonparametric regressionlocationconditional distributionoptimal rate of convergencespeed of convergenceweak and strong consistencypointwise consistencykernel smootherHuber's simultaneous M-estimatorsjoint estimation of regression and scale curveM-type smoothersNadaraya-Watson kernel estimaterobust curve estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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