Cizek, P.; Tamine, J.; Härdle, W. - In: Computational Statistics & Data Analysis 52 (2008) 12, pp. 5154-5162
The Nadaraya-Watson nonparametric estimator of regression is known to be highly sensitive to the presence of outliers in data. This sensitivity can be reduced, for example, by using local L-estimates of regression. Whereas the local L-estimation is traditionally done using an empirical...