A Robust, Fully Adaptive M-estimator for Pointwise Estimation in Heteroscedastic Regression


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Date

2014-08

Publication Type

Journal Article

ETH Bibliography

yes

Citations

Altmetric
METADATA ONLY

Data

Rights / License

Publication status

published

Editor

Book title

Journal / series

Volume

20 (3)

Pages / Article No.

1560 - 1599

Publisher

International Statistical Institute

Event

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

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

Organisational unit

03717 - van de Geer, Sara (emeritus) / van de Geer, Sara (emeritus) check_circle

Notes

Received January 2013, Revised May 2013.

Funding

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