INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
On a robust local estimator for the scale function in heteroscedastic nonparametric regression
Autor/es:
BOENTE, GRACIELA; RUIZ, MARCELO; ZAMAR, RUBÉN
Revista:
STATISTICS & PROBABILITY LETTERS
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Lugar: Amsterdam; Año: 2010 vol. 80 p. 1185 - 1195
ISSN:
0167-7152
Resumen:
When the data used to fit an heteroscedastic nonparametric regression model are contaminated with outliers, robust estimators of the scale function are needed in order to obtain robust estimators of the regression function and to construct robust confidence bands. In this paper, local M-estimators of the scale function based on consecutive differences of the responses, for fixed designs are considered. Under mild regularity conditions, the asymptotic behavior of the localM-estimators for general weight functions is derived.M-estimators of the scale function based on consecutive differences of the responses, for fixed designs are considered. Under mild regularity conditions, the asymptotic behavior of the localM-estimators for general weight functions is derived.
