Robust nonparametric kernel regression estimator

Ge Zhao, Yanyuan Ma

Research output: Contribution to journalArticle

7 Scopus citations

Abstract

In robust nonparametric kernel regression context, we prescribe method to select trimming parameter and bandwidth. Through solving estimating equations, we control outlier effect through combining weighting and trimming. We show asymptotic consistency, establish bias, variance properties and derive asymptotics.

Original languageEnglish (US)
Pages (from-to)72-79
Number of pages8
JournalStatistics and Probability Letters
Volume116
DOIs
StatePublished - Sep 1 2016

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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