Robust nonparametric regression with simultaneous scale curve estimation

DOI10.1214/aos/1176350694zbMath0668.62025MaRDI 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 normality; asymptotic bias; nonparametric regression; location; conditional distribution; optimal rate of convergence; speed of convergence; weak and strong consistency; pointwise consistency; kernel smoother; Huber's simultaneous M-estimators; joint estimation of regression and scale curve; M-type smoothers; Nadaraya-Watson kernel estimate; robust curve estimation

Mathematics Subject Classification ID

62G05: Nonparametric estimation

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