Smoothed local L-estimation with an application

MaRDI QIDQ5290288zbMATH OpenFDO

Authors

Publication date 28 April 2006

zbMATH Keywords

smoothed cumulative distribution function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(8)

• Robust estimation of dimension reduction space
• Smoothed L-estimation of regression function
• Estimation of local smoothness coefficients for continuous time processes
• Localization and regularization for iterative ensemble smoothers
• Gradient estimation of the local-constant semiparametric smooth coefficient model
• Local regression smoothers with set-valued outcome data
• Automatic locally adaptive smoothing for tree-based set estimation
• Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics

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