The conditional breakdown properties of least absolute value local polynomial estimators

DOI10.1080/1048525042000201975zbMath1055.62041OpenAlexW1991459626MaRDI QIDQ4651088

Avi Giloni, Jeffrey S. Simonoff

Publication date: 21 February 2005

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

Full work available at URL: https://doi.org/10.1080/1048525042000201975

zbMATH Keywords

robust estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Related Items (4)

Stahel-Donoho kernel estimation for fixed design nonparametric regression models ⋮ On a robust local estimator for the scale function in heteroscedastic nonparametric regression ⋮ Local bilinear multiple-output quantile/depth regression ⋮ Robust estimation of dimension reduction space

Cites Work

• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Least Median of Squares Regression
• Local Linear Quantile Regression
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• The L 1 Method for Robust Nonparametric Regression
• The Finite Sample Breakdown Point of \boldmath$\ell_1$-Regression

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