Robust nonparametric regression estimation for dependent observations

DOI10.1214/AOS/1176347266MaRDI QIDQ1824962zbMATH OpenOpenAlexFDO

Authors Graciela Boente, Ricardo Fraiman

Publication date 1989

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176347266

zbMATH Keywords

nonparametric regressionkernel methodsautoregressionphi-mixingStrong consistencyalpha-mixingk-nearest neighbor kernel methodsM- type robust equivariant estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• A robust proposal of estimation for the sufficient dimension reduction problem
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• Quadratic errors for nonparametric estimates under dependence
• Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data
• Bandwidth choice for robust nonparametric scale function estimation
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• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
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• LocalL-estimators for nonparametric regression under dependence
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• Robust nonparametric regression: a review
• Robust estimation of error scale in nonparametric regression models
• Robust estimation in a nonlinear cointegration model
• On a robust local estimator for the scale function in heteroscedastic nonparametric regression
• The trimmed mean in non-parametric regression function estimation
• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
• Robust estimation in partially linear errors-in-variables models
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• ROBUST REGRESSION SMOOTHING FOR DEPENDENT OBSERVATIONS
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• Nonparametric robust regression estimation for censored data
• Robust regression analysis for a censored response and functional regressors
• Robust nonparametric regression in time series
• Strong convergence of robust equivariant nonparametric functional regression estimators
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
• Robust kernel estimators for additive models with dependent observations
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• Nonparametric M-regression with scale parameter for functional dependent data
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• Robust Nonparametric Regression with Output in SO(3)
• Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models
• Asymptotic properties of nonparametric M-estimation for mixing functional data
• Nonparametric regression on hidden -mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure
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