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On a robust local estimator for the scale function in heteroscedastic nonparametric regression

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  • معلومة اضافية
    • بيانات النشر:
      Elsevier Science
    • Collection:
      CONICET Digital (Consejo Nacional de Investigaciones Científicas y Técnicas)
    • نبذة مختصرة :
      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. ; Fil: Boente Boente, Graciela Lina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina ; Fil: Ruiz, Marcelo. Universidad Nacional de Río Cuarto; Argentina ; Fil: Zamar, Ruben Horacio. University of British Columbia; Canadá
    • File Description:
      application/pdf
    • ISSN:
      0167-7152
    • Relation:
      info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0167715210000957; http://hdl.handle.net/11336/69114; Boente Boente, Graciela Lina; Ruiz, Marcelo; Zamar, Ruben Horacio; On a robust local estimator for the scale function in heteroscedastic nonparametric regression; Elsevier Science; Statistics & Probability Letters; 80; 15-16; 8-2010; 1185-1195; CONICET Digital; CONICET
    • Rights:
      info:eu-repo/semantics/openAccess ; https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
    • الرقم المعرف:
      edsbas.2610D769