Robust estimation of derivatives using locally weighted least absolute deviation regression
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Cites work
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- Composite quantile regression and the oracle model selection theory
- Data-Driven Discontinuity Detection in Derivatives of a Regression Function
- Derivative estimation based on difference sequence via locally weighted least squares regression
- Derivative estimation with local polynomial fitting
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
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Cited in
(8)- Derivative estimation based on difference sequence via locally weighted least squares regression
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- Global debiased DC estimations for biased estimators via pro forma regression
- Nonequivalence of two least-absolute-deviation estimators for mediation effects
- Robust and efficient derivative estimation under correlated errors
- Robust and efficient mediation analysis via Huber loss
- A difference-based method for testing no effect in nonparametric regression
- Robust estimation of nonparametric function via addition sequence
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