Efficient robust nonparametric estimation in a semimartingale regression model

Nonparametric Regression Estimation under Kernel Polynomial Model for Unstructured Data

The nonparametric estimation(NE) of kernel polynomial regression (KPR) model is a powerful tool to visually depict the effect of covariates on response variable, when there exist unstructured and heterogeneous data. In this paper we introduce KPR model that is the mixture of nonparametric regression models with bootstrap algorithm, which is considered in a heterogeneous and unstructured framewo...

Robust Nonparametric Estimation via Wavelet Median Regression

In this paper we develop a nonparametric regression method that is simultaneously adaptive over a wide range of function classes for the regression function and robust over a large collection of error distributions, including those that are heavy-tailed, and may not even possess variances or means. Our approach is to first use local medians to turn the problem of nonparametric regression with u...

Nonparametric estimation of a switching regression model

A MODIFICATION ON RIDGE ESTIMATION FOR FUZZY NONPARAMETRIC REGRESSION

This paper deals with ridge estimation of fuzzy nonparametric regression models using triangular fuzzy numbers. This estimation method is obtained by implementing ridge regression learning algorithm in the La- grangian dual space. The distance measure for fuzzy numbers that suggested by Diamond is used and the local linear smoothing technique with the cross- validation procedure for selecting t...

Estimation of a Nonparametric Censored Regression Model

In this paper we consider identiication and estimation of a censored nonparametric location scale model. We rst show that in the case where the location function is strictly less than the ((xed) censoring point for all values in the support of the explanatory variables, then the location function is not identiied anywhere. In contrast, if the location function is greater or equal to the censor-...