A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression

Bernoulli

Volumn 20, Issue 3, 2014, Pages 1560-1599

  Chichignoud, Michaël ^a   Lederer, Johannes ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

Adaptation; Huber contrast; Lepski's method; M estimation; Minimax estimation; Nonparametric regression; Pointwise estimation; Robust estimation

Indexed keywords

EID: 84903954842     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/13-BEJ533     Document Type: Article

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