The L 1 Method for Robust Nonparametric Regression
DOI10.2307/2291201zbMATH Open0791.62044OpenAlexW4249060564MaRDI QIDQ4292137FDOQ4292137
Authors: Ferdinand T. Wang, Dawid W. Scott
Publication date: 20 July 1994
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2291201
Recommendations
outliersconsistencynonparametric regressionrobust regressionabsolute errorrobust estimatorregression residualsrobust smoothingheavy-tailed error distributionL1-norm regressionlocal neighborhoodsnew hybrid method
Density estimation (62G07) Nonparametric robustness (62G35) Probabilistic methods, stochastic differential equations (65C99)
Cited In (63)
- Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
- Robust estimation of nonparametric function via addition sequence
- Robust nonparametric estimation with missing data
- L1-estimation for spatial nonparametric regression
- Estimation of the marginal location under a partially linear model with missing responses
- Least absolute deviations estimation for uncertain regression with imprecise observations
- The conditional breakdown properties of least absolute value local polynomial estimators
- Robust nonparametric estimation of the intensity function of point data
- Robust Nonparametric Regression via Sparsity Control With Application to Load Curve Data Cleansing
- Robust non-parametric smoothing of non-stationary time series
- Title not available (Why is that?)
- The place of the \(L_ 1\)-norm in robust estimation
- Robust recursive Lp estimation
- Design of kernel M-smoothers for spatial data
- Automatic bandwidth selection in robust nonparametric regression
- PATTERN RECOGNITION VIA ROBUST SMOOTHING WITH APPLICATION TO LASER DATA
- On robust cross-validation for nonparametric smoothing
- Bandwidth choice for robust nonparametric scale function estimation
- Robust nonparametric kernel regression estimator
- An \(\epsilon\)-median polish algorithm
- L1-estimation for varying coefficient models
- Robust nonparametric regression on Riemannian manifolds
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Robust estimation for nonparametric generalized regression
- Robust estimators in semi-functional partial linear regression models
- Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds
- Robustness weight by weighted median distance
- Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
- Robust nonparametric estimation for spatial regression
- A study of nonparametric regression of error distribution in linear model based on \(L_ 1\)-norm
- Local bilinear multiple-output quantile/depth regression
- Title not available (Why is that?)
- Robust estimation of dimension reduction space
- Least absolute deviation estimate for functional coefficient partially linear regression models
- Robust plug-in bandwidth estimators in nonparametric regression
- A fast and efficient implementation of qualitatively constrained quantile smoothing splines
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- Least product relative error estimation for identification in multiplicative additive models
- Asymptotic normality of a robust estimator of the regression function for functional time series data
- Asymptotics for \(L_1\)-wavelet method for nonparametric regression
- COBS: qualitatively constrained smoothing via linear programming
- Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
- Robust estimates in generalized partially linear models
- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
- Robust functional principal components: a projection-pursuit approach
- Cross-validation in nonparametric regression with outliers
- A robust multiquadric method for digital elevation model construction
- Least absolute value regression: recent contributions
- Applied regression analysis bibliography update 1994-97
- Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
- Marginal integration \(M\)-estimators for additive models
- Robust estimators of high order derivatives of regression functions
- Robust boosting for regression problems
- Robust Nonparametric Regression with Output in SO(3)
- Title not available (Why is that?)
- Smoothed L-estimation of regression function
- A Local Linear Least-Absolute-Deviations Estimator of Volatility
- 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
- Robust nonparametric regression: a review
- A penalized least product relative error loss function based on wavelet decomposition for non-parametric multiplicative additive models
- Robust piecewise linear L1-regression via nonsmooth DC optimization
- Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework
- Robust estimation in partially nonlinear models
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)