AbstractLet (X1, Y1),…, (Xn, Yn) be i.i.d. rv's and let m(x) = E(Y|X = x) be the regression curve of Y on X. A M-smoother mn(x) is a robust, nonlinear estimator of m(x), defined in analogy to robust M-estimators of location. In this paper the asymptotic maximal deviation sup0 ≤ t ≤ 1 |mn(t) − m(t)| is considered. The derived result allows the construction of a uniform confidence band for m(x)
Asymmetry along with heteroscedasticity or contamination often occurs with the growth of data dimens...
Let (xini, y i be a sequence of independent identically distributed random variables, where x i ∃R p...
AbstractIn this paper we derive the change-of-variance function of M-estimators of scale under gener...
Let (X1, Y1),..., (Xn, Yn) be i.i.d. rv's and let m(x) = E(YX = x) be the regression curve of Y on X...
AbstractLet (X1, Y1),…, (Xn, Yn) be i.i.d. rv's and let m(x) = E(Y|X = x) be the regression curve of...
AbstractLet (X, Y) have regression function m(x) = E(Y | X = x), and let X have a marginal density f...
Let (X, Y) have regression function m(x) = E(Y X = x), and let X have a marginal density f1(x). We c...
AbstractIn the linear model Xn × 1 = Cn × pθp × 1 + En × 1, Huber's theory of robust estimation of t...
AbstractWe discuss the asymptotic linearization of multivariate M-estimators, when the limit distrib...
We use local polynomial fitting to estimate the nonparametric M-regression function for strongly mix...
In the present paper we construct asymptotic confidence bands in nonparametric regression. Our assum...
AbstractThe asymptotic distribution of multivariate M-estimates is studied. It is shown that, in gen...
We propose a class of robust estimates for multivariate linear models. Based on the approach of MM e...
This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating fu...
AbstractWe investigate optimal bounded influence M-estimators in the general normal regression model...
Asymmetry along with heteroscedasticity or contamination often occurs with the growth of data dimens...
Let (xini, y i be a sequence of independent identically distributed random variables, where x i ∃R p...
AbstractIn this paper we derive the change-of-variance function of M-estimators of scale under gener...
Let (X1, Y1),..., (Xn, Yn) be i.i.d. rv's and let m(x) = E(YX = x) be the regression curve of Y on X...
AbstractLet (X1, Y1),…, (Xn, Yn) be i.i.d. rv's and let m(x) = E(Y|X = x) be the regression curve of...
AbstractLet (X, Y) have regression function m(x) = E(Y | X = x), and let X have a marginal density f...
Let (X, Y) have regression function m(x) = E(Y X = x), and let X have a marginal density f1(x). We c...
AbstractIn the linear model Xn × 1 = Cn × pθp × 1 + En × 1, Huber's theory of robust estimation of t...
AbstractWe discuss the asymptotic linearization of multivariate M-estimators, when the limit distrib...
We use local polynomial fitting to estimate the nonparametric M-regression function for strongly mix...
In the present paper we construct asymptotic confidence bands in nonparametric regression. Our assum...
AbstractThe asymptotic distribution of multivariate M-estimates is studied. It is shown that, in gen...
We propose a class of robust estimates for multivariate linear models. Based on the approach of MM e...
This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating fu...
AbstractWe investigate optimal bounded influence M-estimators in the general normal regression model...
Asymmetry along with heteroscedasticity or contamination often occurs with the growth of data dimens...
Let (xini, y i be a sequence of independent identically distributed random variables, where x i ∃R p...
AbstractIn this paper we derive the change-of-variance function of M-estimators of scale under gener...
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