Robust estimators for additive models using backfitting

DOI10.1080/10485252.2017.1369077zbMATH Open1416.62207OpenAlexW2753187320MaRDI QIDQ4600192FDOQ4600192

Authors: Graciela Boente, Matías Salibián Barrera, Alejandra Mercedes Martínez 

Publication date: 5 January 2018

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2017.1369077

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zbMATH Keywords

smoothingrobust estimationFisher consistencykernel weights

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Cited In (8)

• Robust Transformations for Multiple Regression via Additivity and Variance Stabilization
• Robust nonparametric regression: a review
• Robust estimation of quasi-additive models
• New approaches to regression in financial mathematics by additive models
• Wavelet-based robust estimation and variable selection in nonparametric additive models
• Robust kernel estimators for additive models with dependent observations
• Marginal integration \(M\)-estimators for additive models
• Robust boosting for regression problems

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