626 citations · 1.4k across the 31 of their papers we have counts for
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math.ST2008★ 24 cited
Robust nonparametric estimation via wavelet median regression
Lawrence D. Brown, T. Tony Cai, Harrison H. Zhou
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…
math.ST2008★ 46 cited
Admissible predictive density estimation
Lawrence D. Brown, Edward I. George, Xinyi Xu
Let and be independent -dimensional multivariate normal vectors with common unknown mean . Based on observing , we consider t…
math.ST2008★ 75 cited
Effect of mean on variance function estimation in nonparametric regression
Lie Wang, Lawrence D. Brown, T. Tony Cai +1
Variance function estimation in nonparametric regression is considered and the minimax rate of convergence is derived. We are particularly interested in the effect of the unknown m…