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Abstract:

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.

Registro:

Documento: Artículo
Título:On a robust local estimator for the scale function in heteroscedastic nonparametric regression
Autor:Boente, G.; Ruiz, M.; Zamar, R.H.
Filiación:Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Argentina
CONICET, Argentina
Universidad Nacional de Río IV, Argentina
University of British Columbia, Canada
Palabras clave:Heteroscedasticity; Local M-estimators; Nonparametric regression; Robust estimation
Año:2010
Volumen:80
Número:15-16
Página de inicio:1185
Página de fin:1195
DOI: http://dx.doi.org/10.1016/j.spl.2010.03.015
Título revista:Statistics and Probability Letters
Título revista abreviado:Stat. Probab. Lett.
ISSN:01677152
CODEN:SPLTD
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v80_n15-16_p1185_Boente

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Citas:

---------- APA ----------
Boente, G., Ruiz, M. & Zamar, R.H. (2010) . On a robust local estimator for the scale function in heteroscedastic nonparametric regression. Statistics and Probability Letters, 80(15-16), 1185-1195.
http://dx.doi.org/10.1016/j.spl.2010.03.015
---------- CHICAGO ----------
Boente, G., Ruiz, M., Zamar, R.H. "On a robust local estimator for the scale function in heteroscedastic nonparametric regression" . Statistics and Probability Letters 80, no. 15-16 (2010) : 1185-1195.
http://dx.doi.org/10.1016/j.spl.2010.03.015
---------- MLA ----------
Boente, G., Ruiz, M., Zamar, R.H. "On a robust local estimator for the scale function in heteroscedastic nonparametric regression" . Statistics and Probability Letters, vol. 80, no. 15-16, 2010, pp. 1185-1195.
http://dx.doi.org/10.1016/j.spl.2010.03.015
---------- VANCOUVER ----------
Boente, G., Ruiz, M., Zamar, R.H. On a robust local estimator for the scale function in heteroscedastic nonparametric regression. Stat. Probab. Lett. 2010;80(15-16):1185-1195.
http://dx.doi.org/10.1016/j.spl.2010.03.015