Browsing by Subject "M-estimation"
Now showing items 1-2 of 2
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2011-05-30BuchPointwise adaptive estimation for quantile regression A nonparametric procedure for quantile regression, or more generally nonparametric M-estimation, is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved ...
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2005-03-24BuchRobust Estimation of Dimension Reduction Space Most dimension reduction methods based on nonparametric smoothing are highly sensitive to outliers and to data coming from heavy-tailed distributions. We show that the recently proposed methods by Xia et al. (2002) can be ...
