Article ID Journal Published Year Pages File Type
1154284 Statistics & Probability Letters 2016 8 Pages PDF
Abstract

In robust nonparametric kernel regression context, we prescribe method to select trimming parameter and bandwidth. Through solving estimating equations, we control outlier effect through combining weighting and trimming. We show asymptotic consistency, establish bias, variance properties and derive asymptotics.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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