Robust nonparametric kernel regression estimator
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Cites work
- Adaptive \(M\)-estimation in nonparametric regression
- Bandwidth choice for nonparametric regression
- Bandwidth selection in robust smoothing
- Consistency and robustness of kernel-based regression in convex risk minimization
- Cross-validation in nonparametric regression with outliers
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- Nonparametric regression with errors in variables
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- Optimal bandwidth selection in nonparametric regression function estimation
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- Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
- Robust estimation for nonparametric generalized regression
- Robust estimators of high order derivatives of regression functions
- Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Robust nonparametric estimation with missing data
- Robust nonparametric regression estimation for dependent observations
- Robust plug-in bandwidth estimators in nonparametric regression
- Robust plug-in estimators in proportional scatter models.
- Robust Statistics
- Robust Statistics
- The L 1 Method for Robust Nonparametric Regression
Cited in
(17)- A hybrid method based on \(F\)-transform for robust estimators
- An exponential-type kernel robust regression model for interval-valued variables
- Two nonparametric approaches to mean absolute deviation portfolio selection model
- Regularized nonparametric Volterra kernel estimation
- Robust kernel estimators for additive models with dependent observations
- STRONG CONSISTENCY OF ROBUST NONPARAMETRIC KERNEL REGRESSION ESTIMATION FOR \alpha-MIXING PROCESSES
- Median regression using nonparametric kernel estimation
- Robust estimation for longitudinal data based upon minimum Hellinger distance
- Robust kernel-based distribution regression
- Robust nonparametric derivative estimator
- scientific article; zbMATH DE number 7765969 (Why is no real title available?)
- Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors
- Asymptotics for the G-M estimator in nonparametric regression models
- Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band
- Orthogonal systems based stable estimator for non parametric regression problems
- Complete f-moment convergence for arrays of rowwise m_n-extended negatively dependent random variables and its application
- Asymptotics of nonparametric kernel regression estimation for a class of samples
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