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scientific article; zbMATH DE number 1414222
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scientific article; zbMATH DE number 1414222 |
Statements
14 March 2000
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robust estimators
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variance estimation
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0.9154464
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0.9140785
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0.90833724
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0.90634364
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0.90520865
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This thesis is devoted to robust analogues of kernel regression estimators. For this purpose, \(M\)-estimators are adapted. The results of \textit{J. Fan} et al. [Scand. J. Stat., 21, No. 4, 433-446 (1994; Zbl 0810.62038)] are generalized for robust local polynomials. Numerical methods are developed for the proposed estimators. It is shown that the corresponding approximation estimators possess the same asymptotic properties as exact estimators in the case of good initial conditions. A new class of variance estimators is presented for robust nonparametric methods. This class includes several famous estimators as particular cases. Consistency of the variance estimators is shown.
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