Locally robust methods and near-parametric asymptotics

DOI10.1016/J.JMVA.2018.06.006zbMATH Open1407.62123OpenAlexW2809043644WikidataQ129652931 ScholiaQ129652931MaRDI QIDQ1661369FDOQ1661369

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

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zbMATH Keywords

kernelrobustnessriskBregman divergencepower divergence

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Exact mean integrated squared error
• Local likelihood density estimation
• Locally parametric nonparametric density estimation
• On local likelihood density estimation when the bandwidth is large
• Title not available (Why is that?)
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Robust Statistics
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Robust and efficient estimation by minimising a density power divergence
• Title not available (Why is that?)
• Local Likelihood Estimation
• Nonparametric density estimation with a parametric start
• New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation

Cited In (4)

• Locally robust implementation and its limits
• Regression using localised functional Bregman divergence
• Myopic robust index tracking with Bregman divergence
• Title not available (Why is that?)

Uses Software

• KernSmooth

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