Nonparametric M-regression with free knot splines

DOI10.1016/j.jspi.2003.05.002zbMath1085.62042OpenAlexW1966680497MaRDI QIDQ1763445

Charles J. Stone

Publication date: 22 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.05.002

zbMATH Keywords

Robust regressionM-estimatesQuantile regressionLeast absolute deviationsRate of convergence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Related Items

Local linear estimate of the nonparametric robust regression in functional data, Robust regression analysis for a censored response and functional regressors

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