On consistency of redescending M-kernel smoothers

DOI10.1007/s00184-005-0007-xzbMath1095.62043OpenAlexW2077650467MaRDI QIDQ2499554

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

Robust regressionConsistencyM-estimationJump preserving M-kernel estimation

Mathematics Subject Classification ID

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

Related Items

Automatic bandwidth selection in robust nonparametric regression ⋮ A Monte Carlo evaluation of the performance of two new tests for symmetry ⋮ Statistics for image sharpening ⋮ Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models ⋮ Robust nonparametric estimation of the intensity function of point data ⋮ PATTERN RECOGNITION VIA ROBUST SMOOTHING WITH APPLICATION TO LASER DATA ⋮ Design of kernel M-smoothers for spatial data ⋮ Outlier robust corner-preserving methods for reconstructing noisy images ⋮ Robust non-parametric smoothing of non-stationary time series

Uses Software

• AWS

Cites Work

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