M-estimation in nonparametric regression under strong dependence and infinite variance
DOI10.1007/S10463-007-0142-4zbMATH Open1332.62129OpenAlexW2100937434MaRDI QIDQ730760FDOQ730760
Authors: Ngai Hang Chan, Rong-Mao Zhang 
Publication date: 30 September 2009
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-007-0142-4
Recommendations
- Nonparametric regression under dependent errors with infinite variance
- Robust estimators in nonlinear regression models with long-range dependence
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- ROBUST REGRESSION SMOOTHING FOR DEPENDENT OBSERVATIONS
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Infinitely divisible distributions; stable distributions (60E07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- Weighted sums of i.i.d. random variables attracted to integrals of stable processes
- Large-sample inference for nonparametric regression with dependent errors
- Nonparametric regression under long-range dependent normal errors
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- Nonparametric M-estimation with long-memory errors
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- Nonparametric regression under dependent errors with infinite variance
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- Local linear regression estimation under long-range dependence: strong consistency and rates
Cited In (15)
- Nonparametric regression under dependent errors with infinite variance
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
- Non-parametric estimation under strong dependence
- Local \(M\)-estimation for conditional variance function with dependent data
- LocalL-estimators for nonparametric regression under dependence
- Local M-estimator for nonparametric time series.
- Robust estimation in parametric time series models under long- and short-range-dependent structures
- M-estimators with non-standard rates of convergence and weakly dependent data
- ROBUST REGRESSION SMOOTHING FOR DEPENDENT OBSERVATIONS
- Robust nonparametric regression with simultaneous scale curve estimation based on dependent observations
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors
- Local polynomial \(M\)-estimation in random design regression with dependent errors
- M-estimation for linear models with exchangeable errors
- Estimation for regression with infinite variance errors
- Discontinuities in robust nonparametric regression with \(\alpha\)-mixing dependence
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