Robust nonparametric estimation via wavelet median regression
From MaRDI portal
Publication:955130
DOI10.1214/07-AOS513zbMath1148.62019arXiv0810.4802MaRDI QIDQ955130
T. Tony Cai, Lawrence D. Brown, Harrison H. Zhou
Publication date: 18 November 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.4802
waveletsJames-Stein estimatoradaptivitynonparametric regressionrobust estimationasymptotic equivalencemoderate large deviationsquantile coupling
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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