Robust regression function estimation

DOI10.1016/0047-259X(84)90003-4zbMATH Open0538.62029MaRDI QIDQ793460FDOQ793460

Authors: Wolfgang K. Härdle 

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

asymptotic normalityconsistencyasymptotic variancerobustificationkernel type estimatorminimax robustnessrobust regression function estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear inference, regression (62J99) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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Cited In (56)

• Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise
• Asymptotic maximal deviation of M-smoothers
• Title not available (Why is that?)
• Robust nonparametric estimation with missing data
• Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
• Robust nonparametric regression estimation
• A Variant of Huber Robust Regression
• Robust nonparametric equivariant regression for functional data with responses missing at random
• Title not available (Why is that?)
• Asymptotic normality for robust R-estimators of regression function
• Robust regression based on infinitesimal neighbourhoods
• Local M-estimation for conditional variance in heteroscedastic regression models
• Robust estimation of a regression function in exponential families
• Bounding quantiles in sample selection models
• Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition
• Local \(M\)-estimation for conditional variance function with dependent data
• Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data
• Title not available (Why is that?)
• Nonparametric M-estimation for functional stationary ergodic data
• Consistency and robustness of kernel-based regression in convex risk minimization
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Robust estimation of regression parameters
• L₁-estimation for varying coefficient models
• Robust nonparametric regression on Riemannian manifolds
• Robust nonparametric regression: a review
• Robust estimation for nonparametric generalized regression
• Stahel-Donoho kernel estimation for fixed design nonparametric regression models
• The approximate distribution of nonparametric regression estimates
• Robust estimation in a nonlinear cointegration model
• Editorial to the special issue on applicable semiparametrics of computational statistics
• Robustness weight by weighted median distance
• An effective selection of regression variables when the error distribution is incorrectly specified
• Global nonparametric estimation of conditional quantile functions and their derivatives
• Spatial local M-estimation under association
• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
• Robust estimation in partially linear errors-in-variables models
• Robustness of reweighted least squares kernel based regression
• Title not available (Why is that?)
• A finite–sample minimax regression estimator
• Strong uniform consistency of nonparametric regression function estimates
• Robust nonparametric regression in time series
• Title not available (Why is that?)
• Robust reconstruction of functions by the local-approximation method
• \(M\)-type regression splines involving time series
• Robust estimators of high order derivatives of regression functions
• Almost sure uniform convergence rates for M-smoothers with non-monotone score functions
• A robust test for homoscedasticity in nonparametric regression
• Nonparametric regression estimation under mixing conditions
• Asymptotic properties of nonparametric M-estimation for mixing functional data
• A Local Linear Least-Absolute-Deviations Estimator of Volatility
• Asymptotic normality of generalized functional estimators dependent on covariables
• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
• \(M\)-type smoothing splines with auxiliary scale estimation
• Robust estimation: location-scale and regression problems
• Asymptotics of conditional empirical processes
• Bandwidth selection in robust smoothing

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