@article { ISI:000279451600006,
	title = {On a robust local estimator for the scale function in heteroscedastic nonparametric regression},
	journal = {STATISTICS \& PROBABILITY LETTERS},
	volume = {80},
	number = {15-16},
	year = {2010},
	month = {AUG 1},
	pages = {1185-1195},
	publisher = {ELSEVIER SCIENCE BV},
	type = {Article},
	address = {PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS},
	abstract = {When the data used to fit an heteroscedastic nonparametric regression model are contaminated with outliers, robust estimators of the scale function are needed in order to obtain robust estimators of the regression function and to construct robust confidence bands. In this paper, local M-estimators of the scale function based on consecutive differences of the responses, for fixed designs are considered. Under mild regularity conditions, the asymptotic behavior of the local M-estimators for general weight functions is derived. (C) 2010 Elsevier B.V. All rights reserved.},
	keywords = {Heteroscedasticity, Local M-estimators, nonparametric regression, Robust estimation},
	issn = {0167-7152},
	doi = {10.1016/j.spl.2010.03.015},
	author = {Boente, Graciela and Ruiz, Marcelo and Zamar, Ruben H.}
}
