Robust regression function estimation
From MaRDI portal
An estimator of the regression function is proposed, which is a robust modification of the well-known kernel type estimator for the regression function. The robustification is in the spirit of Huber's theory of robust M-estimators of a location parameter. Strong and weak consistency and asymptotic normality are shown under rather weak conditions. The asymptotic variance is shown to be a product of a factor involving the kernel and a factor which relates to the asymptotic variance in a robust location problem. It is also shown that the estimation is minimax in the sense of \textit{P. J. Huber}, Ann. Math. Stat. 35, 73-101 (1964; Zbl 0136.398).
Recommendations
- scientific article; zbMATH DE number 4066146
- Robust estimation of regression parameters
- Robust estimation of a linear functional relationship
- Robust estimation for semi-functional linear regression models
- Robust estimation for functional quadratic regression models
- Robust nonparametric regression estimation
- scientific article; zbMATH DE number 720755
Cites work
- Approximation Theorems of Mathematical Statistics
- Curve Estimates
- Estimation Non-paramétrique de la Régression: Revue Bibliographique
- Estimation of a regression function by the parzen kernel-type density estimators
- Hazard analysis. I
- scientific article; zbMATH DE number 3560401 (Why is no real title available?)
- scientific article; zbMATH DE number 3221828 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- scientific article; zbMATH DE number 3224125 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3279646 (Why is no real title available?)
- Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
- On Estimation of a Probability Density Function and Mode
- On the Estimation of the Probability Density, I
- Remarks on Some Nonparametric Estimates of a Density Function
- Robust Estimates of Location: Survey and Advances
- Robust estimation in dependent situations
- Robust Estimation of a Location Parameter
- Robust estimation of a location parameter in the presence of asymmetry
- Robust estimation: A condensed partial survey
- Smoothing techniques for curve estimation. Proceedings of a workshop held in Heidelberg, April 2-4, 1979
Cited in
(60)- Robustness of reweighted least squares kernel based regression
- Robust regression based on infinitesimal neighbourhoods
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Robust reconstruction of functions by the local-approximation method
- An effective selection of regression variables when the error distribution is incorrectly specified
- Asymptotics of conditional empirical processes
- Strong uniform consistency of nonparametric regression function estimates
- Asymptotic maximal deviation of M-smoothers
- Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
- Global nonparametric estimation of conditional quantile functions and their derivatives
- Robust nonparametric regression in time series
- Almost sure uniform convergence rates for M-smoothers with non-monotone score functions
- Asymptotic normality of generalized functional estimators dependent on covariables
- Asymptotic normality for robust R-estimators of regression function
- Robust nonparametric regression estimation
- Bounding quantiles in sample selection models
- \(M\)-type regression splines involving time series
- Robust estimation in partially linear errors-in-variables models
- Robustness weight by weighted median distance
- The approximate distribution of nonparametric regression estimates
- \(M\)-type smoothing splines with auxiliary scale estimation
- Nonparametric M-estimation for functional stationary ergodic data
- Consistency and robustness of kernel-based regression in convex risk minimization
- Robust estimators of high order derivatives of regression functions
- Local \(M\)-estimation for conditional variance function with dependent data
- scientific article; zbMATH DE number 3864299 (Why is no real title available?)
- A Variant of Huber Robust Regression
- ESTIMATING THE ROOT OF A NONPARAMETRIC REGRESSION FUNCTION IN A ROBUST FASHION
- Bandwidth selection in robust smoothing
- A Local Linear Least-Absolute-Deviations Estimator of Volatility
- A robust test for homoscedasticity in nonparametric regression
- scientific article; zbMATH DE number 3907578 (Why is no real title available?)
- A finite–sample minimax regression estimator
- Robust estimation: location-scale and regression problems
- scientific article; zbMATH DE number 19004 (Why is no real title available?)
- scientific article; zbMATH DE number 66851 (Why is no real title available?)
- scientific article; zbMATH DE number 720755 (Why is no real title available?)
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
- scientific article; zbMATH DE number 3998999 (Why is no real title available?)
- Local M-estimation for conditional variance in heteroscedastic regression models
- Robust nonparametric regression on Riemannian manifolds
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
- L1-estimation for varying coefficient models
- Robust estimation of regression parameters
- Robust nonparametric equivariant regression for functional data with responses missing at random
- Robust estimation for nonparametric generalized regression
- Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition
- Robust estimation of a regression function in exponential families
- Robust nonparametric regression: a review
- Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data
- Simulating the behavior of a kernel M-estimator for left-truncated and associated model
- DAI digital art index: a robust price index for heterogeneous digital assets
- Editorial to the special issue on applicable semiparametrics of computational statistics
- Spatial local M-estimation under association
- Robust estimation in a nonlinear cointegration model
- Stahel-Donoho kernel estimation for fixed design nonparametric regression models
- Nonparametric regression estimation under mixing conditions
- Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise
- Asymptotic properties of nonparametric M-estimation for mixing functional data
- Robust nonparametric estimation with missing data
This page was built for publication: Robust regression function estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q793460)
