Article ID Journal Published Year Pages File Type
1154671 Statistics & Probability Letters 2006 10 Pages PDF
Abstract

We consider robust estimates for the derivatives of order νν of the regression function. Uniform consistency, allowing to construct a robust data-driven bandwidth, and asymptotically normality results are established. The asymptotic efficiency of the proposed estimates is that of the related MM-estimators.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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