Asymptotic equivalence and adaptive estimation fo1 robust nonparametric regression

Annals of Statistics

Volumn 37, Issue 6 A, 2009, Pages 3204-3235

  Cai, T Tony ^a   Zhou, Harrison H ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b YALE UNIVERSITY   (United States)

Author keywords

Adaptivity; Asymptotic equivalence; James Stein estimator; Moderate deviation; Nonparametric regression; Quantile coupling; Robust estimation; Unbounded loss function; Wavelets

Indexed keywords

EID: 70049114041     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOS681     Document Type: Article

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