Robust nonparametric estimation via wavelet median regression

Robust nonparametric estimation via wavelet median regression

27 October 2008

T. Tony Cai

Harrison H. Zhou

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Papers citing "Robust nonparametric estimation via wavelet median regression"

7 / 7 papers shown

Title
Risk Bounds for Quantile Trend Filtering Oscar Hernan Madrid Padilla S. Chatterjee 88 22 0 15 Jul 2020
Robust Nonparametric Regression under Huber's $ε$ -contamination Model S. Du Yining Wang Sivaraman Balakrishnan Pradeep Ravikumar Aarti Singh 62 12 0 26 May 2018
Rate-Optimal Detection of Very Short Signal Segments T. Tony Cai M. Yuan 84 11 0 10 Jul 2014
A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression M. Chichignoud Johannes Lederer 146 16 0 18 Jul 2012
Nonparametric regression in exponential families Lawrence D. Brown T. Cai Harrison H. Zhou 109 57 0 19 Oct 2010
Lower bounds for volatility estimation in microstructure noise models Axel Munk Johannes Schmidt-Hieber 113 26 0 16 Feb 2010
Asymptotic equivalence and adaptive estimation for robust nonparametric regression T. Tony Cai Harrison H. Zhou 158 26 0 02 Sep 2009