Robust estimators of scale function

MaRDI QIDQ5256859zbMATH OpenFDO

Authors Wei Xiong, Maozai Tian

Publication date 29 June 2015

zbMATH Keywords

optimal quantile rangequantile regressionrobust estimatorsscale function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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(12)

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• Robust scale estimators for fuzzy data
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• Robustness properties for a class of scale estimators
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• Robust scale estimation in the error‐components model using the empirical characteristic function
• Scale-parameter estimation and heteroscedasticity detection based on minimizing the composite quantile loss
• Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods
• Robust estimators for estimating discontinuous functions
• On a robust local estimator for the scale function in heteroscedastic nonparametric regression

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