Asymptotic results for model robust regression
نویسندگان
چکیده
منابع مشابه
Asymptotic Equivalence and Adaptive Estimation for Robust Nonparametric Regression
Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly used loss functions in statistical inference are unbounded. In this paper we develop asymptotic equivalence results for robust nonparametric regression with unbounded loss functions. The results imply that all the Gaussi...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2000
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949650008812009