Robust estimation of error scale in nonparametric regression models

DOI10.1016/j.jspi.2008.01.005zbMath1140.62030MaRDI QIDQ935454

Marcelo Ruiz, Isabella Rodica Ghement, Ruben H. Zamar

Publication date: 6 August 2008

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.2008.01.005

zbMATH Keywords

outliers; fixed design; maxbias; \(M\)-scale estimator; \(M\)-scale functional; asymptotic breakdown point; consecutive differences; error scale

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G35: Nonparametric robustness

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