Robust estimation of nonparametric function via addition sequence
From MaRDI portal
Publication:827000
DOI10.1016/j.jspi.2020.07.007zbMath1455.62081OpenAlexW3081410663MaRDI QIDQ827000
Wei Shen, Wenwu Wang, Tie Jun Tong
Publication date: 6 January 2021
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2020.07.007
differenced methodmedian smoothingplatykurtic and heavy-tailed errorsrobust nonparametric function estimation
Cites Work
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Composite quantile regression and the oracle model selection theory
- Robust nonparametric estimation via wavelet median regression
- Optimal bandwidth selection in nonparametric regression function estimation
- On curve estimation by minimizing mean absolute deviation and its implications
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- Testing monotonicity of regression.
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Local quantile regression
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
- The Efficiency of Some Nonparametric Competitors of the $t$-Test
- Simulation and the Asymptotics of Optimization Estimators
- Local Linear Quantile Regression
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Regression Quantiles
- Local Maximum Likelihood Estimation and Inference
- The L 1 Method for Robust Nonparametric Regression
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Robust Statistics
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Robust estimation of nonparametric function via addition sequence
