Cross-validation in nonparametric regression with outliers
From MaRDI portal
Publication:2368855
DOI10.1214/009053605000000499zbMath1086.62055arXivmath/0602292OpenAlexW3104331291MaRDI QIDQ2368855
Publication date: 28 April 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0602292
Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Applications of statistics to environmental and related topics (62P12)
Related Items
Automatic bandwidth selection in robust nonparametric regression, Kalman Filtering and Forecasting Algorithms with Use of Nonparametric Functional Estimators, Robust nonparametric kernel regression estimator, Robust nonparametric regression on Riemannian manifolds, Robust estimation in partially linear regression models with monotonicity constraints, Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter, Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity, Robust estimation in partially nonlinear models, Marginal integration \(M\)-estimators for additive models, Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds, Bandwidth choice for robust nonparametric scale function estimation, A survey of Bayesian predictive methods for model assessment, selection and comparison, Robust estimation for nonparametric generalized regression, Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy, Robust nonparametric estimation with missing data, Robust nonparametric estimation for spatial regression, Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods, Kernel regression estimators for nonparametric model calibration in survey sampling, Robust nonparametric estimation of the intensity function of point data, On robust cross-validation for nonparametric smoothing, A survey of cross-validation procedures for model selection, A robust test for homoscedasticity in nonparametric regression, Design of kernel M-smoothers for spatial data, On a robust local estimator for the scale function in heteroscedastic nonparametric regression, Robust estimators in semi-functional partial linear regression models, Generalised Variance Function Estimation for Binary Variables in Large-Scale Sample Surveys, Optimal smoothing in nonparametric conditional quantile derivative function estimation, Regular, median and Huber cross‐validation: A computational comparison, A fast and efficient implementation of qualitatively constrained quantile smoothing splines, Knot selection by boosting techniques, Robust non-parametric smoothing of non-stationary time series, Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis, Smoothed L-estimation of regression function, Robustness by reweighting for kernel estimators: an overview, A General Likelihood Framework for Characterizing the Time Course of Neural Activity, Modified check loss for efficient estimation via model selection in quantile regression, Discontinuities in robust nonparametric regression with α-mixing dependence, Single-Index Quantile Regression Models for Censored Data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bandwidth choice for nonparametric regression
- Uniform consistency of a class of regression function estimators
- Asymptotics for M-type smoothing splines
- Robust plug-in bandwidth estimators in nonparametric regression
- On optimal data-based bandwidth selection in kernel density estimation
- Bandwidth selection in robust smoothing
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Robust Locally Weighted Regression and Smoothing Scatterplots
- An optimal selection of regression variables
- Regression Smoothing Parameters That Are Not Far From Their Optimum
- The L 1 Method for Robust Nonparametric Regression
- Robust Linear Model Selection by Cross-Validation
- Algorithm AS 222: Resistant Smoothing Using the Fast Fourier Transform
- Robust Estimation of a Location Parameter
- A new look at the statistical model identification