Robust nonparametric regression with simultaneous scale curve estimation
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Publication:1118285
DOI10.1214/aos/1176350694zbMath0668.62025OpenAlexW2079605658MaRDI QIDQ1118285
Alexandre B. Tsybakov, Wolfgang Karl Härdle
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350694
asymptotic normalityasymptotic biasnonparametric regressionlocationconditional distributionoptimal rate of convergencespeed of convergenceweak and strong consistencypointwise consistencykernel smootherHuber's simultaneous M-estimatorsjoint estimation of regression and scale curveM-type smoothersNadaraya-Watson kernel estimaterobust curve estimation
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