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Smoothed influence function: Another view at robust nonparametric regression
Tamine, Julien - Sonderforschungsbereich 373, Quantifikation und … - 2001
robustness properties of a large class of nonparametric estimators. With this tool, we first show the nonrobustness of the … robustness (when estimated by kernel). Our results are illustrated performing Monte-Carlo simulation. …
Persistent link: https://www.econbiz.de/10010956562
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M robustified additive nonparametric regression
Tamine, Julien; Härdle, Wolfgang; Yang, Lijian - Sonderforschungsbereich 373, Quantifikation und … - 2002
robustness and obtain the asymptotic distribution of the M estimator through the functional approach. As a consequence, our …
Persistent link: https://www.econbiz.de/10010983415
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R robustified additive nonparametric regression
Tamine, Julien; Härdle, Wolfgang; Yang, Lijian - Sonderforschungsbereich 373, Quantifikation und … - 2002
asymptotic distribution, we also obtain robustness results for our estimator. All of our results are valid for a broad class of ß …
Persistent link: https://www.econbiz.de/10010983510