Asymptotic equivalence and adaptive estimation for robust nonparametric regression
From MaRDI portal
Publication:1043738
DOI10.1214/08-AOS681zbMath1191.62070arXiv0909.0343MaRDI QIDQ1043738
Publication date: 9 December 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.0343
waveletsJames-Stein estimatoradaptivitymoderate deviationnonparametric regressionrobust estimationasymptotic equivalencequantile couplingunbounded loss function
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)
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A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression, Gaussianization machines for non-Gaussian function estimation models, Quantile coupling inequalities and their applications, Model selection and sharp asymptotic minimaxity, Strong Gaussian approximation of the mixture Rasch model, Adaptive Confidence Bands for Nonparametric Regression Functions, Asymptotic equivalence and adaptive estimation for robust nonparametric regression
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Cites Work
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