Convergence rate and Bahadur type representation of general smoothing spline M-estimates
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Publication:1952109
DOI10.1214/10-EJS588zbMath1329.62201MaRDI QIDQ1952109
Publication date: 27 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1291903544
Sobolev spaces; Fréchet derivative; optimal convergence rate; quantile loss; Bahadur type representation; smoothing spline estimate; Huber's loss; M-estimating equation
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G35: Nonparametric robustness
Related Items
Nonparametric inference on smoothed quantile regression process, Local and global asymptotic inference in smoothing spline models
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