Bandwidth selection in robust smoothing

DOI10.1080/10485259308832562zbMath1360.62132OpenAlexW2507282237MaRDI QIDQ3432354

Denis Heng-Yan Leung, F. H. C. Marriott, Eden K. H. Wu

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259308832562

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (26)

Automatic bandwidth selection in robust nonparametric regression ⋮ Cross-validation in nonparametric regression with outliers ⋮ Robust nonparametric kernel regression estimator ⋮ Robust estimates in generalized partially linear models ⋮ Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter ⋮ Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity ⋮ Robust estimation in partially nonlinear models ⋮ Marginal integration \(M\)-estimators for additive models ⋮ Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds ⋮ Bandwidth choice for robust nonparametric scale function estimation ⋮ Robust estimation for nonparametric generalized regression ⋮ Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy ⋮ Robust estimation of error scale in nonparametric regression models ⋮ Robust nonparametric estimation with missing data ⋮ Robust nonparametric estimation of the intensity function of point data ⋮ On robust cross-validation for nonparametric smoothing ⋮ A survey of cross-validation procedures for model selection ⋮ Design of kernel M-smoothers for spatial data ⋮ Robust estimators of high order derivatives of regression functions ⋮ On a robust local estimator for the scale function in heteroscedastic nonparametric regression ⋮ Robust estimators in semi-functional partial linear regression models ⋮ Robust non-parametric smoothing of non-stationary time series ⋮ Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis ⋮ Smoothed L-estimation of regression function ⋮ Robustness by reweighting for kernel estimators: an overview ⋮ Discontinuities in robust nonparametric regression with α-mixing dependence

Cites Work

• Bandwidth choice for nonparametric regression
• Robust regression function estimation
• Optimal bandwidth selection in nonparametric regression function estimation
• Robust nonparametric regression with simultaneous scale curve estimation
• Adaptive \(M\)-estimation in nonparametric regression
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Statistical predictor identification
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• An optimal selection of regression variables
• A completely automatic french curve: fitting spline functions by cross validation
• Robust Estimation of a Location Parameter
• A new look at the statistical model identification

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