On a robust local estimator for the scale function in heteroscedastic nonparametric regression
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 o...
Guardado en:
| Autor principal: | |
|---|---|
| Otros Autores: | , |
| Formato: | Capítulo de libro |
| Lenguaje: | Inglés |
| Publicado: |
2010
|
| Acceso en línea: | Registro en Scopus DOI Handle Registro en la Biblioteca Digital |
| Aporte de: | Registro referencial: Solicitar el recurso aquí |
| LEADER | 09076caa a22008177a 4500 | ||
|---|---|---|---|
| 001 | PAPER-7718 | ||
| 003 | AR-BaUEN | ||
| 005 | 20230518203729.0 | ||
| 008 | 190411s2010 xx ||||fo|||| 00| 0 eng|d | ||
| 024 | 7 | |2 scopus |a 2-s2.0-77955054100 | |
| 040 | |a Scopus |b spa |c AR-BaUEN |d AR-BaUEN | ||
| 030 | |a SPLTD | ||
| 100 | 1 | |a Boente, G. | |
| 245 | 1 | 3 | |a On a robust local estimator for the scale function in heteroscedastic nonparametric regression |
| 260 | |c 2010 | ||
| 270 | 1 | 0 | |m Boente, G.; Instituto de Cálculo, Ciudad Universitaria, Pabellón 2, Buenos Aires, C1428EHA, Argentina; email: gboente@dm.uba.ar |
| 506 | |2 openaire |e Política editorial | ||
| 504 | |a Aït Sahalia, Y., (1995), The delta method for nonlinear kernel functionals. Ph.D. dissertation, University of Chicago; Beaton, A., Tukey, J., The fitting of power series, meaning polynomials, illustrated on band-spectroscopic data (1974) Technometrics, 16, pp. 147-185 | ||
| 504 | |a Boente, G., Fraiman, R., Robust nonparametric regression estimation for dependent observations (1989) Annals of Statistics, 17, pp. 1242-1256 | ||
| 504 | |a Boente, G., Fraiman, R., A functional approach to robust nonparametric regression (1991) Directions in Robust Statistics and Diagnostics, , Springer, Berlin, Heidelberg | ||
| 504 | |a Boente, G., Fraiman, R., Meloche, J., Robust plug-in bandwidth estimators in nonparametric regression (1997) Journal of Statistical Planning and Inference, 57, pp. 109-142 | ||
| 504 | |a Boente, G., Ruiz, M., Zamar, R., (2009), http://www.ic.fcen.uba.ar/preprints/boente_ruiz_zamar_TR.pdf, Robust estimation of the scale function in nonparametric regression models. Available at: ; Boente, G., Rodriguez, D., Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis (2008) Computational Statistics & Data Analysis, 52, pp. 2808-2828 | ||
| 504 | |a Bosq, D., (1996) Nonparametric Statistics for Stochastic Processes. Estimation and Prediction, , Springer-Verlag, New York | ||
| 504 | |a Brown, L., Levine, M., Variance estimation in nonparametric regression via the difference sequence method (2007) Annals of Statistics, 35, pp. 2219-2232 | ||
| 504 | |a Caliskan, D., Croux, C., Gelper, S., Efficient and robust scale estimation for trended time series (2009) Statistics and Probability Letters, 79, pp. 1900-1905 | ||
| 504 | |a Cantoni, E., Ronchetti, E., Resistant selection of the smoothing parameter for smoothing splines (2001) Statistics and Computing, 11, pp. 141-146 | ||
| 504 | |a Dette, H., A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (2002) Journal of Statistical Planning and Inference, 103, pp. 311-329 | ||
| 504 | |a Dette, H., Hetzler, B., A simple test for the parametric form of the variance function in nonparametric regression (2009) The Annals of the Institute of Statistical Mathematics, 61, pp. 861-886 | ||
| 504 | |a Dette, H., Munk, A., Wagner, T., Estimating the variance in nonparametric regression - What is a reasonable choice? (1998) Journal of the Royal Statistics Society, Series B, 60, pp. 751-764 | ||
| 504 | |a Gasser, T., Müller, H.G., Estimating regression functions and their derivatives by the kernel method (1984) Scandinavian Journal of Statistics, 11, pp. 171-185 | ||
| 504 | |a Gasser, T., Sroka, L., Jennen-Steinmetz, C., Residual variance and residual pattern in nonlinear regression (1986) Biometrika, 73, pp. 625-633 | ||
| 504 | |a Gelper, S., Schettlinger, K., Croux, C., Gather, U., Robust online scale estimation in time series: a regression-free approach (2009) Journal of Statistical Planning and Inference, 139, pp. 335-339 | ||
| 504 | |a Georgiev, A., Consistent nonparametric multiple regression: The fixed design case (1989) Journal of Multivariate Analysis, 25, pp. 100-110 | ||
| 504 | |a Ghement, I., Ruiz, M., Zamar, R., Robust estimation of error scale in nonparametric regression models (2008) Journal of Statistical Planning and Inference, 138, pp. 3200-3216 | ||
| 504 | |a Giloni, A., Simonoff, J., The conditional breakdown properties of least absolute value local polynomial estimators (2005) Journal of Nonparametric Statistics, 17, pp. 15-30 | ||
| 504 | |a Hall, P., Kay, J., Titterington, D., Asymptotically optimal difference-based estimation of variance in nonparametric regression (1990) Biometrika, 77, pp. 521-528 | ||
| 504 | |a Hannig, J., Lee, T., Robust SiZer for exploration of regression structures and outlier detection (2006) Journal of Computational and Graphical Statistics, 15, pp. 101-117 | ||
| 504 | |a Härdle, W., Gasser, T., Robust nonparametric function fitting (1984) Journal of the Royal Statistical Society, Series B, 46, pp. 42-51 | ||
| 504 | |a Härdle, W., Tsybakov, A., Robust nonparametric regression with simultaneous scale curve estimation (1988) Annals of Statistics, 25, pp. 443-456 | ||
| 504 | |a Leung, D., Cross-validation in nonparametric regression with outliers (2005) Annals of Statistics, 33, pp. 2291-2310 | ||
| 504 | |a Leung, D., Marriott, F., Wu, E., Bandwidth selection in robust smoothing (1993) Journal of Nonparametric Statistics, 2, pp. 333-339 | ||
| 504 | |a Levine, M., (2003), Variance estimation for nonparametric regression and its applications. Ph.D. Dissertation, University of Pennsylvania; Levine, M., Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (2006) Computational Statistics & Data Analysis, 50, pp. 3405-3431 | ||
| 504 | |a Manchester, L., Empirical Influence for robust smoothing (1996) Australian & New Zealand Journal of Statistics, 38, pp. 275-296 | ||
| 504 | |a Maronna, R., Martin, D., Yohai, V., (2006) Robust Statistics: Theory and Methods, , John Wiley & Sons | ||
| 504 | |a Müller, H., Stadtmüller, U., Estimation of heteroscedasticity in regression analysis (1987) Annals of Statistics, 15, pp. 610-625 | ||
| 504 | |a Pelligrad, M., Utev, S., Bandwidth choice for nonparametric regression (1997) Annals of Statistics, 25, pp. 443-456 | ||
| 504 | |a Rice, J., Bandwidth choice for nonparametric regression (1984) Annals of Statistics, 12, pp. 1215-1230 | ||
| 504 | |a Rousseeuw, P., Croux, C., Alternatives to the median absolute deviation (1993) Journal of the American Statististical Association, 88, pp. 1273-1283 | ||
| 504 | |a Rousseeuw, P., Hubert, M., Regression-free and robust estimation of scale for bivariate data (1996) Computational Statistics & Data Analysis, 21, pp. 67-85 | ||
| 504 | |a Ruiz, M., (2008), Contribución a la Teoría de la Estimación Robusta de Escala en Modelos de Regresión Noparamétricos. Ph.D. Dissertation; Ruppert, D., Wand, M., Holst, U., Hössjer, Local polynomial variance-function estimation (1997) Technometrics, 39, pp. 262-273 | ||
| 504 | |a Tamine, J., (2002), Smoothed influence function: another view at robust nonparametric regression. Discussion paper 62, Sonderforschungsbereich 373, Humboldt-Universität zu Berlin; Tukey, J., (1977) Exploratory Data Analysis, , Addison-Wesley, Reading, MA | ||
| 504 | |a Ullah, A., Specification analysis of econometric models (1985) Journal of quantitative economics, 2, pp. 187-209 | ||
| 520 | 3 | |a 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. © 2010 Elsevier B.V. |l eng | |
| 593 | |a Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Argentina | ||
| 593 | |a CONICET, Argentina | ||
| 593 | |a Universidad Nacional de Río IV, Argentina | ||
| 593 | |a University of British Columbia, Canada | ||
| 690 | 1 | 0 | |a HETEROSCEDASTICITY |
| 690 | 1 | 0 | |a LOCAL M-ESTIMATORS |
| 690 | 1 | 0 | |a NONPARAMETRIC REGRESSION |
| 690 | 1 | 0 | |a ROBUST ESTIMATION |
| 700 | 1 | |a Ruiz, M. | |
| 700 | 1 | |a Zamar, R.H. | |
| 773 | 0 | |d 2010 |g v. 80 |h pp. 1185-1195 |k n. 15-16 |p Stat. Probab. Lett. |x 01677152 |w (AR-BaUEN)CENRE-6916 |t Statistics and Probability Letters | |
| 856 | 4 | 1 | |u https://www.scopus.com/inward/record.uri?eid=2-s2.0-77955054100&doi=10.1016%2fj.spl.2010.03.015&partnerID=40&md5=c5816df08390a3c96ba8347e96c632af |y Registro en Scopus |
| 856 | 4 | 0 | |u https://doi.org/10.1016/j.spl.2010.03.015 |y DOI |
| 856 | 4 | 0 | |u https://hdl.handle.net/20.500.12110/paper_01677152_v80_n15-16_p1185_Boente |y Handle |
| 856 | 4 | 0 | |u https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v80_n15-16_p1185_Boente |y Registro en la Biblioteca Digital |
| 961 | |a paper_01677152_v80_n15-16_p1185_Boente |b paper |c PE | ||
| 962 | |a info:eu-repo/semantics/article |a info:ar-repo/semantics/artículo |b info:eu-repo/semantics/publishedVersion | ||
| 999 | |c 68671 | ||