A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression
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Publication:396020
DOI10.3150/13-BEJ533zbMath1303.62035arXiv1207.4447OpenAlexW3105661294MaRDI QIDQ396020
Michaël Chichignoud, Johannes Lederer
Publication date: 8 August 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.4447
nonparametric regressionadaptationrobust estimationminimax estimationM-estimationLepski's methodHuber contrastpointwise estimation
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Minimax procedures in statistical decision theory (62C20)
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