Variable bandwidth and one-step local M-estimator

@misc{citeulike:1182056, abstract = {We study a robust version of local linear regression smoothers augmented with variable bandwidth. The proposed method inherits the advantages of local polynomial regression and overcomes lack of robustness of least-squares techniques. The use of variable bandwidth enhances the flexibility of the resulting local M-estimators and makes them possible to cope well with spatially inhomogeneous curves, heteroscedastic errors and nonuniform design densities. Under appropriate regularity conditions, it ...}, author = {Fan, J. and Jiang, J.}, citeulike-article-id = {1182056}, comment = {tres bon article sur comment reduire le biais de l estimateur de Nadaraya Watson, d autre par cet estimateur permet de changer la taille du noyau ponctuellement}, keywords = {bandwidth, conditional, density, estimation, m-regression, variable}, posted-at = {2007-03-29 15:53:18}, priority = {0}, title = {Variable bandwidth and one-step local M-estimator}, url = {http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.45.9261}, year = {1999} }

TY - GEN ID - citeulike:1182056 L3 - citeulike-article-id:1182056 N2 - We study a robust version of local linear regression smoothers augmented with variable bandwidth. The proposed method inherits the advantages of local polynomial regression and overcomes lack of robustness of least-squares techniques. The use of variable bandwidth enhances the flexibility of the resulting local M-estimators and makes them possible to cope well with spatially inhomogeneous curves, heteroscedastic errors and nonuniform design densities. Under appropriate regularity conditions, it ... TI - Variable bandwidth and one-step local M-estimator KW - bandwidth KW - conditional KW - density KW - estimation KW - m-regression KW - variable N1 - tres bon article sur comment reduire le biais de l estimateur de Nadaraya Watson, d autre par cet estimateur permet de changer la taille du noyau ponctuellement AU - Fan, J AU - Jiang, J PY - 1999/// UR - http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.45.9261 ER -