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

Bregman divergencekernelpower divergenceriskrobustness

Mathematics Subject Classification ID

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

Review text

It is known that the localization of likelihood based methods for regression and density estimation improve the resulting estimators with respect to suitable global risk measures. The authors show that a similar effect can also be observed with respect to robust estimation procedures. They prove that the localized versions of robust density estimation methods perform better with respect to global risk measures based on minimization of Bregman divergence measures.

Recommendations

• Regression using localised functional Bregman divergence
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Local likelihood density estimation
• scientific article; zbMATH DE number 426239
• Robust and efficient estimation by minimising a density power divergence

Cites work

• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Exact mean integrated squared error
• 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?)
• Local likelihood density estimation
• Local Likelihood 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 and efficient estimation by minimising a density power divergence
• Robust Statistics

Cited in

(7)

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

Describes a project that uses

Uses Software

• KernSmooth

This page was built for publication: Locally robust methods and near-parametric asymptotics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1661369)