Robust nonparametric estimation via wavelet median regression

DOI10.1214/07-AOS513zbMath1148.62019arXiv0810.4802MaRDI QIDQ955130

T. Tony Cai, Lawrence D. Brown, Harrison H. Zhou

Publication date: 18 November 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.4802

zbMATH Keywords

waveletsJames-Stein estimatoradaptivitynonparametric regressionrobust estimationasymptotic equivalencemoderate large deviationsquantile coupling

Mathematics Subject Classification ID

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

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