On curve estimation by minimizing mean absolute deviation and its implications

DOI10.1214/aos/1176325499zbMath0806.62030OpenAlexW1981671260MaRDI QIDQ1339695

Hall, Peter, Jianqing Fan

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

zbMATH Keywords

asymptotic efficiencylinear estimatorskernelcurve estimationminimax riskmean absolute deviationsmoothing methodsconvex losshistogram estimatorsasymptotic minimaxbest least absolute deviation estimatorlocal mean regressionlocal median regressionlocal weighted median estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)

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