Locally robust methods and near-parametric asymptotics

DOI10.1016/j.jmva.2018.06.006zbMath1407.62123OpenAlexW2809043644MaRDI QIDQ1661369

Kanta Naito, Spiridon I. Penev

Publication date: 16 August 2018

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2018.06.006

zbMATH Keywords

robustnesskernelriskpower divergenceBregman divergence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items

Myopic robust index tracking with Bregman divergence, Regression using localised functional Bregman divergence

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Exact mean integrated squared error
• Local likelihood density estimation
• Locally parametric nonparametric density estimation
• Nonparametric density estimation with a parametric start
• On local likelihood density estimation when the bandwidth is large
• Local Likelihood Estimation
• New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Robust and efficient estimation by minimising a density power divergence
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Robust Statistics