Asymptotic normality for robust R-estimators of regression function

DOI10.1016/0378-3758(90)90037-UMaRDI QIDQ1263191zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 1990

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(90)90037-u

zbMATH Keywords

nonparametric regressionAsymptotic normalityR-estimatorsfixed design modelRobustness propertiesrandom design modelasymptotic variance parametersempirical conditional distributionsymmetric random noise

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02)

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• Consistency properties of nearest neighbor density function estimators
• Fitting a multiple regression function
• On the Glivenko-Cantelli theorem for weighted empiricals based on independent random variables
• Robust Estimates of Location: Survey and Advances
• Robust Estimates of Location: Symmetry and Asymmetric Contamination
• Robust Estimation of a Location Parameter
• Robust regression function estimation
• The strong uniform consistency of nearest neighbor density estimates
• Uniform consistency of a class of regression function estimators

Cited in

(4)

• Asymptotic normality ofr-estimates in the linear model
• Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
• \(U\)-estimators of regression coefficients
• Asymptotic normality of Koenker-Basset estimates in nonlinear regression models

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