Artículo
On a robust local estimator for the scale function in heteroscedastic nonparametric regression
Fecha de publicación:
08/2010
Editorial:
Elsevier Science
Revista:
Statistics & Probability Letters
ISSN:
0167-7152
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
When the data used to fit an heteroscedastic nonparametric regression model are contaminated with outliers, robust estimators of the scale function are needed in order to obtain robust estimators of the regression function and to construct robust confidence bands. In this paper, local M-estimators of the scale function based on consecutive differences of the responses, for fixed designs are considered. Under mild regularity conditions, the asymptotic behavior of the local M-estimators for general weight functions is derived.
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Articulos(IMAS)
Articulos de INSTITUTO DE INVESTIGACIONES MATEMATICAS "LUIS A. SANTALO"
Articulos de INSTITUTO DE INVESTIGACIONES MATEMATICAS "LUIS A. SANTALO"
Citación
Boente Boente, Graciela Lina; Ruiz, Marcelo; Zamar, Ruben Horacio; On a robust local estimator for the scale function in heteroscedastic nonparametric regression; Elsevier Science; Statistics & Probability Letters; 80; 15-16; 8-2010; 1185-1195
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