Asymptotic maximal deviation of M-smoothers

Wolfgang Härdle

Journal of Multivariate Analysis, 1989, vol. 29, issue 2, 163-179

Abstract: 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. 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

Keywords: Nonparametric; regression; M-smoothing; uniform; confidence; bands (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (26)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(89)90022-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:29:y:1989:i:2:p:163-179

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().