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M. R. Ferreira

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Preprint Jun 2026

Statistical Inference for Gaussian Kernel Robust Regression with the gkrreg Package

It is formally established that GKRReg belongs to the family of redescending M-estimators, providing the theoretical foundation for the inferential procedures that follow and proposing a pairs bootstrap that re-estimates the kernel width hyper-parameter gamma^2 on every replicate, capturing variability that the sandwic...

M. R. Ferreira, E. L. Neto · 0 citations

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