first
prev
toc
next
last
Download Citation
Recommend
Mark
Alert
Link
Print
Finding extrema and zeros in nonparametric regression when the data contains outliers
Authors:
D. H. Y. Leung a;
F. H. C. Marriott a
| Affiliation: | a Department of Statistics, University of Oxford, |
DOI:
10.1080/10485259108832512
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
Article Requests:
Order Reprints
:
Request Permissions
-
Single Article Purchase:
US$37.00
-
buy now
-
Sign In
- Online Sample
add to cart 
[ show other buying options ]
View Article:
View Article (PDF)
Abstract
The estimation of extrema and zeros in robust nonparametric regression is investigated. Rates of weak uniform convergence of the estimates to the true extremum (or zero) are given. These rates are found to be comparable to the rates of convergence of the extremum and zero estimates given by M
 ller (1988, Chapter 8) in ordinary smoothing. Finally, asymptotic normality of the estimates is established.
|
| Keywords: Nonparametric regression; robust smoother; kernel, bandwidth |
| view references (13) |
|
Bookmark with:
|
CiteULike
Del.icio.us
BibSonomy
Connotea
More bookmarks
