Conditional median absolute deviation

DOI10.1080/00949655.2014.922185MaRDI QIDQ5220850zbMATH OpenOpenAlexFDO

Authors Tingyou Zhou, Li-Ping Zhu

Publication date 27 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2014.922185

zbMATH Keywords

adaptivenessleast absolute deviationmedian absolute deviationquantile regressionrobust estimationsemi-interquartile range

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Recommendations

• On The ConditionalL₁-median and its estimation
• TR Multivariate Conditional Median Estimation
• scientific article; zbMATH DE number 1526007
• scientific article; zbMATH DE number 4005351
• scientific article; zbMATH DE number 123408

Cites work

• Approximation Theorems of Mathematical Statistics
• Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
• Effect of mean on variance function estimation in nonparametric regression
• Efficient estimation of conditional variance functions in stochastic regression
• Estimating continuous-time stochastic volatility models of the short-term interest rate
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 4100415 (Why is no real title available?)
• scientific article; zbMATH DE number 646833 (Why is no real title available?)
• scientific article; zbMATH DE number 720755 (Why is no real title available?)
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local Polynomial Variance-Function Estimation
• Nonparametric covariance model
• Nonparametric prediction by conditional median and quantiles
• Optimal smoothing in single-index models
• Quantile regression.
• Regression Quantiles
• Robust nonparametric estimation via wavelet median regression
• Semiparametric estimation of conditional heteroscedasticity via single-index modeling
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Variance function estimation in multivariate nonparametric regression with fixed design

Cited in

(3)

• Mean–Absolute Deviation Model
• Expected absolute departure of chi-square from its median
• Testing the homogeneous marginal utility of income assumption

This page was built for publication: Conditional median absolute deviation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5220850)