Pointwise adaptive estimation for robust and quantile regression
, 2009 A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved by considering in each point M-estimators
Cuenod, Charles-Andre +2 more
core +1 more source
Regression in tensor product spaces by the method of sieves. [PDF]
Electron J Stat, 2023 Zhang T, Simon N.
europepmc +1 more source
A SIEVE STOCHASTIC GRADIENT DESCENT ESTIMATOR FOR ONLINE NONPARAMETRIC REGRESSION IN SOBOLEV ELLIPSOIDS. [PDF]
Ann Stat, 2022 Zhang T, Simon N.
europepmc +1 more source
Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes. [PDF]
Rev Mat Complut, 2021 Bouzebda S, Didi S.
europepmc +1 more source
Inference in Functional Linear Quantile Regression. [PDF]
J Multivar Anal, 2022 Li M, Wang K, Maity A, Staicu AM.
europepmc +1 more source
Robust and efficient estimation of nonparametric generalized linear models. [PDF]
Test (Madr), 2023 Kalogridis I, Claeskens G, Van Aelst S.
europepmc +1 more source
FUNCTIONAL SUFFICIENT DIMENSION REDUCTION THROUGH AVERAGE FRÉCHET DERIVATIVES. [PDF]
Ann Stat, 2022 Lee KY, Li L.
europepmc +1 more source
Variable selection for partially linear models via Bayesian subset modeling with diffusing prior. [PDF]
J Multivar Anal, 2021 Wang J, Cai X, Li R.
europepmc +1 more source
Nonparametric regression with discrete covariate and missing values
, 2011 S. Chen, C. Tang
semanticscholar +1 more source
Multi-sample test based on bootstrap methods for second order stochastic dominance
, 2014 Zhang, Jianling, Zhongzhan
semanticscholar +1 more source