On consistency of redescending M-kernel smoothers

DOI10.1007/S00184-005-0007-XMaRDI QIDQ2499554zbMATH OpenOpenAlexFDO

Authors Martin Hillebrand, Christine H. Müller

Publication date 14 August 2006

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-005-0007-x

zbMATH Keywords

M-estimationConsistencyRobust regressionJump preserving M-kernel estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

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Cites work

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• Ridgelets: a key to higher-dimensional intermittency?
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust estimation in dependent situations
• Robust estimation of a location parameter in the presence of asymmetry
• Robust reconstruction of functions by the local-approximation method
• Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
• Wedgelets: Nearly minimax estimation of edges

Cited in

(11)

• Tests for symmetric error distribution in linear and nonparametric regression models
• Robust nonparametric estimation of the intensity function of point data
• Robust non-parametric smoothing of non-stationary time series
• Outlier robust corner-preserving methods for reconstructing noisy images
• Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images
• Design of kernel M-smoothers for spatial data
• A Monte Carlo evaluation of the performance of two new tests for symmetry
• Automatic bandwidth selection in robust nonparametric regression
• PATTERN RECOGNITION VIA ROBUST SMOOTHING WITH APPLICATION TO LASER DATA
• Statistics for image sharpening
• Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale

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Uses Software

• AWS

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