Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang - 2002
The Nadaraya-Watson estimator of regression is known to be highly sensitive to the presence of outliers in the sample …. A possible way of robustication consists in using local L-estimates of regression. Whereas the local L-estimation is … improvements. The asymptotic distribution of the estimator is derived under mild β-mixing conditions. -- nonparametric regression …