Robust estimators of high order derivatives of regression functions

We consider robust estimates for the derivatives of order [nu] 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 M-estimators.

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Year of publication:	2006
Authors:	Boente, Graciela ; Rodriguez, Daniela
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 13, p. 1335-1344
Publisher:	Elsevier
Keywords:	Robust estimation Smoothing techniques Bandwidth selectors Kernel weights Asymptotic properties

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254311