Bandwidth choice for robust nonparametric scale function estimation

DOI10.1016/J.CSDA.2011.10.002zbMATH Open1243.62050OpenAlexW1987112863MaRDI QIDQ434929FDOQ434929

Authors: Graciela Boente, Marcelo Ruiz, Ruben H. Zamar 

Publication date: 16 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.10.002

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• scientific article; zbMATH DE number 426239

zbMATH Keywords

heteroscedasticitynonparametric regressioncross-validationrobust estimationdata-driven bandwidthlocal \(M\)-estimators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Monte Carlo methods (65C05)

Cites Work

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• Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
• Robust plug-in bandwidth estimators in nonparametric regression
• Robust nonparametric regression estimation for dependent observations
• Cross-validation in nonparametric regression with outliers
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• Bandwidth selection in robust smoothing
• Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
• Variance estimation in nonparametric regression via the difference sequence method
• Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach
• A robust test for homoscedasticity in nonparametric regression
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• Bandwidth choice for robust nonparametric scale function estimation
• Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
• Robust estimation of error scale in nonparametric regression models

Cited In (8)

• Title not available (Why is that?)
• Bandwidth-based nonparametric inference
• Bandwidth choice for robust nonparametric scale function estimation
• Robust nonparametric regression: a review
• A two-step estimation of diffusion processes using noisy observations
• Special issue on robust analysis of complex data
• Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods
• Bandwidth selection in robust smoothing

Uses Software

• robustbase

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