scientific article; zbMATH DE number 3864299
From MaRDI portal
Publication:3332084
zbMATH Open0543.62034MaRDI QIDQ3332084FDOQ3332084
Authors: Theo Gasser, Wolfgang K. Härdle
Publication date: 1984
Title of this publication is not available (Why is that?)
Recommendations
asymptotic normalityBiasConsistencyrobust smoothingminimax propertyfunction fittingkernel estimation of regression functionsvariance rates
Nonparametric estimation (62G05) General nonlinear regression (62J02) Numerical smoothing, curve fitting (65D10)
Cited In (45)
- Asymptotic maximal deviation of M-smoothers
- Robust estimation of nonparametric function via addition sequence
- Robust nonparametric equivariant regression for functional data with responses missing at random
- A general projection framework for constrained smoothing.
- Robust nonparametric estimation of the intensity function of point data
- On the asymptotic performance of median smoothers in image analysis and nonparametric regression
- Asymptotic normality for robust R-estimators of regression function
- Nonparametric regression M-quantiles
- Double smoothing robust estimators in nonparametric regression
- Robust estimation of derivatives using locally weighted least absolute deviation regression
- Design of kernel M-smoothers for spatial data
- Automatic bandwidth selection in robust nonparametric regression
- Bandwidth choice for robust nonparametric scale function estimation
- A nonparametric calibration analysis
- Robust nonparametric kernel regression estimator
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression
- Robust nonparametric regression: a review
- Robust estimation for nonparametric generalized regression
- Multivariate calibration with robust signal regression
- Consistent nonparametric multiple regression: the fixed design case
- Robust estimation of error scale in nonparametric regression models
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression
- Robustness weight by weighted median distance
- Global nonparametric estimation of conditional quantile functions and their derivatives
- Robust bootstrap of nonparametric regression functions
- Local polynomial \(M\)-smoothers in nonparametric regression
- Asymptotic results for model robust regression
- Robust plug-in bandwidth estimators in nonparametric regression
- Title not available (Why is that?)
- Robust estimation for ordinary differential equation models
- On consistency of redescending M-kernel smoothers
- Detection of linear and circular shapes in image analysis
- Asymptotics for \(L_1\)-wavelet method for nonparametric regression
- Robust nonparametric regression in time series
- A critical review of univariate non-parametric estimation of first derivatives
- Cross-validation in nonparametric regression with outliers
- Title not available (Why is that?)
- Robust reconstruction of functions by the local-approximation method
- Robust Two-Step Wavelet-Based Inference for Time Series Models
- Robust estimators of high order derivatives of regression functions
- Almost sure uniform convergence rates for M-smoothers with non-monotone score functions
- Title not available (Why is that?)
- Robust and efficient derivative estimation under correlated errors
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
- \(M\)-type smoothing splines with auxiliary scale estimation
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3332084)