Variable bandwidth and one-step local \(M\)-estimator

DOI10.1007/BF02903849zbMath0969.62028OpenAlexW1969303969MaRDI QIDQ1974207

Jiancheng Jiang, Jianqing Fan

Publication date: 4 October 2001

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02903849

zbMATH Keywords

robustnessM-estimatorslocal regressionvariable bandwidthone-step

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items

Local \(M\)-estimation for conditional variance function with dependent data, Robust estimation in a nonlinear cointegration model, Robust estimation and variable selection in sufficient dimension reduction, Asymptotic properties of one-step M-estimators, Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data, Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression, Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data, Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations, Unnamed Item, Variable bandwidth local maximum likelihood type estimation for diffusion processes, Local \(M\)-estimation for jump-diffusion processes, Asymptotic properties for an M-estimator of the regression function with truncation and dependent data, M-estimation and B-spline approximation for varying coefficient models with longitudinal data, Two-stage local M-estimation of additive models, Bahadur representation of nonparametric \(M\)-estimators for spatial processes, Reproducing kernels and variable bandwidth, Robust estimation for functional coefficient regression models with spatial data, Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors, Functions of variable bandwidth via time-frequency analysis tools, Nonparametric M-estimation for functional stationary ergodic data, Robust variable selection through MAVE, Spatial local M-estimation under association, M-estimation for functional linear regression, Local Walsh-average regression, Local M-estimation for Conditional Variance in Heteroscedastic Regression Models, The local linear \(M\)-estimation with missing response data, Local modal regression

Uses Software

• KernSmooth

Cites Work

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• Asymptotics for M-type smoothing splines
• Robust reconstruction of functions by the local-approximation method
• Variable bandwidth kernel estimators of regression curves
• Robust nonparametric regression with simultaneous scale curve estimation
• Variable bandwidth and local linear regression smoothers
• Multivariate locally weighted least squares regression
• Improved variable window kernel estimates of probability densities
• \(M\)-type smoothing splines with auxiliary scale estimation
• Local linear regression smoothers and their minimax efficiencies
• Robust Locally Weighted Regression and Smoothing Scatterplots
• One-Step Huber Estimates in the Linear Model
• Variable Kernel Estimates of Multivariate Densities