scientific article; zbMATH DE number 889595

zbMATH Open0884.62047MaRDI QIDQ4882270FDOQ4882270

Authors: Alan H. Welsh 

Publication date: 16 June 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

M-estimationnonparametric regressionlocal regressionregression quantileskernel functionboundary effectsweighted local polynomial regression

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35)

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• Robust nonparametric regression: a review
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• Local Walsh-average regression for semiparametric varying-coefficient models
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• Empirical likelihood based inference for the derivative of the nonparametric regression function
• Local regression for vector responses
• A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
• Robust functional principal components for sparse longitudinal data
• Nonparametric \(M\)-type regression estimation under missing response data
• Variable bandwidth and one-step local \(M\)-estimator
• Robust comparison of regression curves
• Wavelet-based robust estimation and variable selection in nonparametric additive models
• Asymptotics for \(L_1\)-wavelet method for nonparametric regression
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• Robust estimators of high order derivatives of regression functions
• Robust boosting for regression problems
• 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

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