scientific article; zbMATH DE number 19004
[For the entire collection see Zbl 0731.00018.] A robust parameter may be viewed as a weakly continuous functional such that its value at the ideal model is the parameter to be estimated. Consistent and asymptotically robust estimators can be obtained by applying these functionals to the empirical distribution function. A robust conditional location functional (as a natural extension of the conditional expectation) is defined and from it robust nonparametric estimates of the regression and autoregression function are obtained by using the conditional empirical distribution function. Some limit theorems are presented. In addition, a heteroskedastic fixed carriers nonparametric model is considered and some asymptotic properties of the robust estimates are discussed.
- Robust nonparametric regression estimation
- Robust plug-in bandwidth estimators in nonparametric regression
- Local linear estimate of the nonparametric robust regression in functional data
- Nonparametric regression M-quantiles
- Strong convergence of robust equivariant nonparametric functional regression estimators
- Robust depth-weighted wavelet for nonparametric regression models
- Consistent Nonparametric Regression for Functional Data Under the Stone–Besicovitch Conditions
- scientific article; zbMATH DE number 426239 (Why is no real title available?)
- scientific article; zbMATH DE number 3864299 (Why is no real title available?)
- ESTIMATING THE ROOT OF A NONPARAMETRIC REGRESSION FUNCTION IN A ROBUST FASHION
- LocalL-estimators for nonparametric regression under dependence
- Robust Tests in Semiparametric Partly Linear Models
- Robust nonparametric estimation for functional data
- scientific article; zbMATH DE number 1215456 (Why is no real title available?)
- scientific article; zbMATH DE number 1833966 (Why is no real title available?)
- Nonparametric M-regression with scale parameter for functional dependent data
- Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models
- Robust estimation of the conditional median function at elliptical models
- Robust nonparametric equivariant regression for functional data with responses missing at random
- Robust estimation for nonparametric generalized regression
- Robust estimation of error scale in nonparametric regression models
- On a robust local estimator for the scale function in heteroscedastic nonparametric 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 Q3976429)
