Robust estimation of error scale in nonparametric regression models

DOI10.1016/J.JSPI.2008.01.005MaRDI QIDQ935454zbMATH OpenOpenAlexFDO

Authors Isabella Rodica Ghement, Marcelo Ruiz, 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

outliersmaxbiasfixed design\(M\)-scale estimator\(M\)-scale functionalasymptotic breakdown pointconsecutive differenceserror scale

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Recommendations

• On a robust local estimator for the scale function in heteroscedastic nonparametric regression
• Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models
• Nonparametric M-regression with scale parameter for functional dependent data
• Robust nonparametric regression with simultaneous scale curve estimation
• scientific article; zbMATH DE number 19004

Cites work

• scientific article; zbMATH DE number 3864299 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• Bandwidth choice for nonparametric regression
• Bandwidth selection in robust smoothing
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• Robust estimation of error scale in nonparametric regression models
• Robust nonparametric regression estimation for dependent observations
• Robust nonparametric regression with simultaneous scale curve estimation
• Robust plug-in bandwidth estimators in nonparametric regression
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data

Cited in

(15)

• Consistent estimation of regression parameters under replicated ultrastructural model with non-normal errors
• Bandwidth choice for robust nonparametric scale function estimation
• Robust estimators in semi-functional partial linear regression models
• Robust nonparametric regression: a review
• Robust estimation of error scale in nonparametric regression models
• On a robust local estimator for the scale function in heteroscedastic nonparametric regression
• Robust tests for equality of regression curves based on characteristic functions
• Bobust estimation of begression und scale parameters in linear models with asymmetric error distributions
• Asymptotics for M-type smoothing splines with non-smooth objective functions
• Robust testing for superiority between two regression curves
• Robust and efficient estimation of nonparametric generalized linear models
• Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
• M-estimators for isotonic regression
• Robust scale estimation in the error‐components model using the empirical characteristic function
• Finding extrema and zeros in nonparametric regression when the data contains outliers

This page was built for publication: Robust estimation of error scale in nonparametric regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q935454)