A note on the monotonicity of the ES-algorithm

• Main Author: WU, Zhengxiao
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2011
• Subjects: ES algorithm; M-estimation; penalized least-squares; pseudo-data; robust smoothing; Theory and Algorithms
• Online Access: https://ink.library.smu.edu.sg/soe_research_all/13
• Institution: Singapore Management University

In the study of the robust nonparametric regression problem, Oh et al. [The role of pseudo data for robust smoothing with application to wavelet regression, Biometrika 94 (2007), pp. 893–904] developed and named the ES algorithm. In the event that the ES algorithm converges, the robust estimator can...