Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression
From MaRDI portal
Publication:4470117
DOI10.1080/1048525031000089275zbMath1054.62041MaRDI QIDQ4470117
Publication date: 22 June 2004
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1048525031000089275
Bahadur representation; Robust regression; Asymptotic normality; Law of the iterated logarithm; Local polynomial fitting; \(M\)-regression; Likelihood regression
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
Related Items
UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL, Bahadur representation of nonparametric \(M\)-estimators for spatial processes, A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION, UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
Cites Work
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Kernel and nearest-neighbor estimation of a conditional quantile
- Optimal rates of convergence for nonparametric estimators
- Nonparametric regression under qualitative smoothness assumptions
- Variable bandwidth and local linear regression smoothers
- Consistent nonparametric regression. Discussion
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- Local asymptotics for quantile smoothing splines
- Local polynomial regression: Optimal kernels and asymptotic minimax efficiency
- Multivariate locally weighted least squares regression
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Local linear regression smoothers and their minimax efficiencies
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Design-adaptive Nonparametric Regression
- Generalized Partially Linear Single-Index Models
- A Note on Quantiles in Large Samples