Locally robust methods and near-parametric asymptotics

DOI10.1016/J.JMVA.2018.06.006MaRDI QIDQ1661369zbMATH OpenOpenAlexWikidataFDO

Authors Kanta Naito, Spiridon Penev

Publication date 16 August 2018

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2018.06.006

zbMATH Keywords

kernelrobustnessriskBregman divergencepower divergence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

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Cites work

• scientific article; zbMATH DE number 3911472 (Why is no real title available?)
• scientific article; zbMATH DE number 795297 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Exact mean integrated squared error
• Local Likelihood Estimation
• Local likelihood density estimation
• Locally parametric nonparametric density estimation
• New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation
• Nonparametric density estimation with a parametric start
• On local likelihood density estimation when the bandwidth is large
• Robust Statistics
• Robust and efficient estimation by minimising a density power divergence

Cited in

(7)

• Locally robust implementation and its limits
• Asymptotic theory for local estimators based on Bregman divergence
• On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation
• Regression using localised functional Bregman divergence
• Myopic robust index tracking with Bregman divergence
• scientific article; zbMATH DE number 3899949 (Why is no real title available?)
• Semiparametric regression with localized Bregman divergence

Describes a project that uses

Uses Software

• KernSmooth

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