On a robust local estimator for the scale function in heteroscedastic nonparametric regression

DOI10.1016/j.spl.2010.03.015zbMath1190.62081OpenAlexW2090326526MaRDI QIDQ984008

Marcelo Ruiz, Graciela Boente, Ruben H. Zamar

Publication date: 13 July 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.03.015

zbMATH Keywords

heteroscedasticitynonparametric regressionrobust estimationlocal \(M\)-estimators

Mathematics Subject Classification ID

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

Related Items

A robust scale estimator based on pairwise means ⋮ Local \(M\)-estimation for conditional variance function with dependent data ⋮ Robust and efficient estimation of nonparametric generalized linear models ⋮ Marginal integration \(M\)-estimators for additive models ⋮ Bandwidth choice for robust nonparametric scale function estimation ⋮ Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods ⋮ On a robust local estimator for the scale function in heteroscedastic nonparametric regression

Uses Software

• robustbase

Cites Work

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