On curve estimation by minimizing mean absolute deviation and its implications
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Publication:1339695
DOI10.1214/aos/1176325499zbMath0806.62030MaRDI QIDQ1339695
Publication date: 5 December 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325499
asymptotic efficiency; linear estimators; kernel; curve estimation; minimax risk; mean absolute deviation; smoothing methods; convex loss; histogram estimators; asymptotic minimax; best least absolute deviation estimator; local mean regression; local median regression; local weighted median estimator
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62C20: Minimax procedures in statistical decision theory
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