Robust local polynomial regression for dependent data

MaRDI QIDQ2746492zbMATH OpenFDO

Authors Jiancheng Jiang, Y. P. Mack

Publication date 5 February 2002

Published in Statistica Sinica (Search for Journal in Brave)

zbMATH Keywords

data-drivenlocal M-estimatorslocal polynomial regressionmixing conditionnumerical examplesone-steprobustness

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• scientific article; zbMATH DE number 2059782

Cited in

(25)

• Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
• Local M-estimator for nonparametric time series.
• Variable bandwidth local maximum likelihood type estimation for diffusion processes
• Wavelet-M-estimation for time-varying coefficient time series models
• Local polynomial \(M\)-estimation in random design regression with dependent errors
• Local composite quantile regression smoothing for Harris recurrent Markov processes
• Local \(M\)-estimation for conditional variance function with dependent data
• Local linear M-estimation in non-parametric spatial regression
• LocalL-estimators for nonparametric regression under dependence
• Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
• Biais de l'estimation par polynômes locaux de la fonction de régression d'une suite dépendante
• Local M-estimation for jump-diffusion processes
• Failure time regression with continuous informative auxiliary covariates
• Robust inference in varying-coefficient additive models for longitudinal/functional data
• Nonparametric regression under double-sampling designs
• On sufficient conditions for the consistency of local linear kernel estimators
• Universal kernel-type estimation of random fields
• Robust nonparametric regression: a review
• Regression estimation by local polynomial fitting for multivariate data streams
• Spatial local M-estimation under association
• Robust estimation in a nonlinear cointegration model
• Two-stage local M-estimation of additive models
• Bahadur representation of nonparametric \(M\)-estimators for spatial processes
• Local linear M-estimation for spatial processes in fixed-design models
• Estimation in additive models with highly or non-highly correlated covariates

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