scientific article; zbMATH DE number 1414222

MaRDI QIDQ4941769zbMATH OpenFDO

Authors Claudia Werthenbach

Publication date 14 March 2000

zbMATH Keywords

robust estimatorsvariance estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Analysis of variance and covariance (ANOVA) (62J10)

Review text

This thesis is devoted to robust analogues of kernel regression estimators. For this purpose, \(M\)-estimators are adapted. The results of \textit{J. Fan} et al. [Scand. J. Stat., 21, No. 4, 433-446 (1994; Zbl 0810.62038)] are generalized for robust local polynomials. Numerical methods are developed for the proposed estimators. It is shown that the corresponding approximation estimators possess the same asymptotic properties as exact estimators in the case of good initial conditions. A new class of variance estimators is presented for robust nonparametric methods. This class includes several famous estimators as particular cases. Consistency of the variance estimators is shown.

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Cited in

(1)

• Some new approaches to generating and certification of robust estimators in nonlinear regression

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