Convergence rate and Bahadur type representation of general smoothing spline M-estimates

DOI10.1214/10-EJS588zbMath1329.62201MaRDI QIDQ1952109

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1291903544

zbMATH Keywords

Sobolev spaces Fréchet derivative optimal convergence rate quantile loss Bahadur type representation smoothing spline estimate Huber's loss M-estimating equation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (2)

Nonparametric inference on smoothed quantile regression process ⋮ Local and global asymptotic inference in smoothing spline models

Cites Work

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Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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