The L 1 Method for Robust Nonparametric Regression
From MaRDI portal
(Redirected from Publication:4292137)
Recommendations
Cited in
(73)- Robust estimation of dimension reduction space
- Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
- Smoothed L-estimation of regression function
- The place of the \(L_ 1\)-norm in robust estimation
- Robust boosting for regression problems
- Robust plug-in bandwidth estimators in nonparametric regression
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Marginal integration \(M\)-estimators for additive models
- Univariate \(L^p\) and \(l^p\) averaging, \(0<p<1\), in polynomial time by utilization of statistical structure
- Robustness weight by weighted median distance
- A study of nonparametric regression of error distribution in linear model based on \(L_ 1\)-norm
- Least absolute deviation estimate for functional coefficient partially linear regression models
- COBS: qualitatively constrained smoothing via linear programming
- Robust nonparametric estimation of the intensity function of point data
- Least product relative error estimation for identification in multiplicative additive models
- Asymptotics for \(L_1\)-wavelet method for nonparametric regression
- Least absolute deviations estimation for uncertain regression with imprecise observations
- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
- On robust cross-validation for nonparametric smoothing
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- Cross-validation in nonparametric regression with outliers
- Robust estimates in generalized partially linear models
- Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
- Robust estimators of high order derivatives of regression functions
- Asymptotic normality of a robust estimator of the regression function for functional time series data
- Local bilinear multiple-output quantile/depth regression
- Robust nonparametric kernel regression estimator
- Robust Nonparametric Regression with Output in SO(3)
- Robust recursive Lp estimation
- scientific article; zbMATH DE number 4147308 (Why is no real title available?)
- Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
- L1-estimation for spatial nonparametric regression
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- A Local Linear Least-Absolute-Deviations Estimator of Volatility
- PATTERN RECOGNITION VIA ROBUST SMOOTHING WITH APPLICATION TO LASER DATA
- Robust non-parametric smoothing of non-stationary time series
- Applied regression analysis bibliography update 1994-97
- scientific article; zbMATH DE number 1305325 (Why is no real title available?)
- Bandwidth choice for robust nonparametric scale function estimation
- scientific article; zbMATH DE number 1087642 (Why is no real title available?)
- scientific article; zbMATH DE number 1131712 (Why is no real title available?)
- Robust functional principal components: a projection-pursuit approach
- Automatic bandwidth selection in robust nonparametric regression
- Robust nonlinear regression modeling via L₁-type regularization
- Robust Nonparametric Regression via Sparsity Control With Application to Load Curve Data Cleansing
- Sector based linear regression, a new robust method for the multiple linear regression
- The conditional breakdown properties of least absolute value local polynomial estimators
- Least absolute value regression: recent contributions
- scientific article; zbMATH DE number 1873657 (Why is no real title available?)
- scientific article; zbMATH DE number 853081 (Why is no real title available?)
- A fast and efficient implementation of qualitatively constrained quantile smoothing splines
- A robust multiquadric method for digital elevation model construction
- Robust piecewise linear L1-regression via nonsmooth DC optimization
- Robust nonparametric regression on Riemannian manifolds
- Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
- Robust estimation of derivatives using locally weighted least absolute deviation regression
- L1-estimation for varying coefficient models
- An -median polish algorithm
- Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework
- Robust estimation in partially nonlinear models
- Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds
- A penalized least product relative error loss function based on wavelet decomposition for non-parametric multiplicative additive models
- Robust estimation for nonparametric generalized regression
- Robust nonparametric regression: a review
- \textit{smoothEM}: a new approach for the simultaneous assessment of smooth patterns and spikes
- Efficient estimation for nonparametric spatio-temporal models with nonparametric autocorrelated errors ⋆
- Data-driven resistant kernel regression
- Design of kernel M-smoothers for spatial data
- Robust estimators in semi-functional partial linear regression models
- Robust estimation of nonparametric function via addition sequence
- Robust nonparametric estimation with missing data
- Estimation of the marginal location under a partially linear model with missing responses
- Robust nonparametric estimation for spatial regression
This page was built for publication: The L 1 Method for Robust Nonparametric Regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4292137)
