scientific article; zbMATH DE number 3655168

MaRDI QIDQ3854449zbMATH OpenFDO

Authors Werner Stuetzle, Yash Mittal

Publication date 1979

zbMATH Keywords

rate of convergenceasymptotic behaviourcurve estimationtwicingrobust smootherslocation estimationleading biaskernel- type smoothersrunning M- estimatorsvariance terms

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited in

(15)

• The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations
• Asymptotic maximal deviation of M-smoothers
• Kernel density estimation on the torus
• Nonparametric multiplicative bias correction for von Mises kernel circular density estimator
• On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
• Nonparametric Rotations for Sphere-Sphere Regression
• Another bias correction for asymmetric kernel density estimation with a parametric start
• Density estimates of low bias
• \(L_{2}\) boosting in kernel regression
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• A new kernel regression approach for robustified L ₂ boosting
• Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval
• Nonnegative bias reduction methods for density estimation using asymmetric kernels
• Hierarchies of higher order kernels
• On boosting kernel regression

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 Q3854449)