Robust kernel estimators for additive models with dependent observations
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Publication:4223824
DOI10.2307/3315508zbMath0920.62050OpenAlexW2052844175MaRDI QIDQ4223824
Graciela Boente, Ana M. Bianco
Publication date: 21 September 1999
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315508
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Non-Markovian processes: estimation (62M09)
Related Items (4)
Marginal integration \(M\)-estimators for additive models ⋮ Robust nonparametric estimation with missing data ⋮ Kernel Estimators for Additive Models with Dependent Observations from Random Fields ⋮ Wavelet-based robust estimation and variable selection in nonparametric additive models
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