Robust estimation of multivariate regression model

DOI10.1007/s00362-007-0063-6zbMath1309.62094OpenAlexW2041091945MaRDI QIDQ1019444

Jiantao Li, Min Zheng

Publication date: 2 June 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0063-6

zbMATH Keywords

robustnesslocal polynomial regressionmultivariate regression modellocal M-estimatorone-step

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Related Items (5)

Nonparametric robust regression estimation for censored data ⋮ Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data ⋮ Partitioning estimation of local variance based on nearest neighbors under censoring ⋮ Regression estimation by local polynomial fitting for multivariate data streams ⋮ The generalized equivalence of regularization and min-max robustification in linear mixed models

Uses Software

• KernSmooth

Cites Work

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• Local linear regression smoothers and their minimax efficiencies
• Estimating Optimal Transformations for Multiple Regression and Correlation
• A Fully Automated Bandwidth Selection Method for Fitting Additive Models
• Robust Statistics

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