Asymptotics for M-type smoothing splines
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(59)- Kernel Ordinary Differential Equations
- A kernel approximation to the kriging predictor of a spatial process
- \(M\)-type penalized splines with auxiliary scale estimation
- Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions
- Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers
- Asymptotic normality of spline estimator when the errors are a linear stationary process
- Some Numerical Test on the Convergence Rates of Regression with Differential Regularization
- Pointwise convergence in probability of general smoothing splines
- Nonparametric M-estimation for functional stationary ergodic data
- Automatic numerical differentiation by discrete mollification
- M-estimators for single-index model using B-spline
- Convergence rate and Bahadur type representation of general smoothing spline M-estimates
- Boundary corrected cubic smoothing splines
- Robust partial residuals estimation in semiparametric partially linear model
- L1-estimation for varying coefficient models
- Asymptotic optimality of generalized cross-validation for choosing the regularization parameter
- Robust estimation of multivariate regression model
- A note on asymptotics for quantile smoothing splines
- Robust nonparametric regression: a review
- scientific article; zbMATH DE number 7370628 (Why is no real title available?)
- Multivariate calibration with robust signal regression
- Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series
- A recipe for robust estimation using pseudo data
- Outlier resistant estimation in difference-based semiparametric partially linear models
- Diagnostics for penalized least-squares estimators
- Local M-estimator for nonparametric time series.
- An effective selection of regression variables when the error distribution is incorrectly specified
- Moment discretization for ill-posed problems with discrete weakly bounded noise
- Simultaneous confidence interval for quantile regression
- Composite quantile periodogram for spectral analysis
- The asymptotic mean squared error of \(L\)-smoothing splines
- Asymptotics for M-type smoothing splines with non-smooth objective functions
- Quadratic deviation of penalized mean squares regression estimates
- A note on the monotonicity of the ES algorithm
- On complex-valued 2D eikonals. IV: continuation past a caustic
- \(M\)-type smoothing spline ANOVA for correlated data
- Robust estimation for ordinary differential equation models
- Nonparametric \(M\)-type regression estimation under missing response data
- Quantile regression by dyadic CART
- Variable bandwidth and one-step local \(M\)-estimator
- A new kernel regression approach for robustified L 2 boosting
- Some first results on the consistency of spatial regression with partial differential equation regularization
- Discrete stability analysis of the mollification method for numerical differentiation
- Robust penalized regression spline fitting with application to additive mixed modelling
- Computing confidence intervals from massive data via penalized quantile smoothing splines
- Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
- Cross-validation in nonparametric regression with outliers
- \(M\)-type regression splines involving time series
- Nonparametric M-regression with free knot splines
- Maximum penalized quasi-likelihood estimation of the diffusion function
- A convergent algorithm for quantile regression with smoothing splines
- M-based simultaneous inference for the mean function of functional data
- Convergence Rates for Regularized Solutions
- Equivalent kernels for smoothing splines
- Robust optimal estimation of location from discretely sampled functional data
- Modeling spatially dependent functional data via regression with differential regularization
- \(M\)-type smoothing splines with auxiliary scale estimation
- Comparative analysis for robust penalized spline smoothing methods
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
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