Robust estimation of nonparametric function via addition sequence

DOI10.1016/J.JSPI.2020.07.007MaRDI QIDQ827000zbMATH OpenOpenAlexFDO

Authors Wei Shen, Wenwu Wang, Tiejun 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

zbMATH Keywords

differenced methodmedian smoothingplatykurtic and heavy-tailed errorsrobust nonparametric function estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35)

Recommendations

• Robust nonparametric function estimation for errors-in-variables models
• scientific article; zbMATH DE number 3864299
• scientific article; zbMATH DE number 720755
• Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models
• Robust nonparametric estimation for functional data

Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3864299 (Why is no real title available?)
• scientific article; zbMATH DE number 3980241 (Why is no real title available?)
• scientific article; zbMATH DE number 3637090 (Why is no real title available?)
• scientific article; zbMATH DE number 2104212 (Why is no real title available?)
• scientific article; zbMATH DE number 889595 (Why is no real title available?)
• Asymptotically optimal differenced estimators of error variance in nonparametric regression
• Composite quantile regression and the oracle model selection theory
• Derivative estimation based on difference sequence via locally weighted least squares regression
• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Local Linear Quantile Regression
• Local Maximum Likelihood Estimation and Inference
• Local quantile regression
• On curve estimation by minimizing mean absolute deviation and its implications
• Optimal bandwidth selection in nonparametric regression function estimation
• Optimal variance estimation based on lagged second-order difference in nonparametric regression
• Quantile regression.
• Regression Quantiles
• Regression discontinuity designs with unknown discontinuity points: testing and estimation
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Robust Statistics
• Robust estimation of derivatives using locally weighted least absolute deviation regression
• Robust nonparametric estimation via wavelet median regression
• Simulation and the Asymptotics of Optimization Estimators
• Testing monotonicity of regression.
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• The L 1 Method for Robust Nonparametric Regression

This page was built for publication: Robust estimation of nonparametric function via addition sequence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q827000)