Nonparametric regression Robust estimation 14 Kernel weights 8 Fisher-consistency 4 Heteroscedasticity 4 Local M-estimators 4 M-location functionals 4 Non-parametric regression 4 Additive model 2 Asymptotic analysis 2 Asymptotic properties 2 Bandwidth 2 Cross validation 2 Cross-validation 2 Data-driven 2 Data-driven bandwidth 2 Errors 2 Estimation 2 Functionals 2 K-nearest neighbour weights 2 Kernel estimation 2 Kernel weight 2 Missing at random 2 Missing data 2 Monte Carlo methods 2 Orthogonal functions 2 Parameter estimation 2 Regression analysis 2 Riemannian manifolds 2 α-mixing conditions 2