Robust estimates in generalized partially linear models
In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by y i |(x i , t i ) ∼ F (·, μ i ) with μ i = H(η(t i ) + x i T β), with for some known distribution function F and link fun...
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2006
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| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_00905364_v34_n6_p2856_Boente https://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_00905364_v34_n6_p2856_Boente_oai |
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I28-R145-paper_00905364_v34_n6_p2856_Boente_oai2024-08-16 Boente, G. He, X. Zhou, J. 2006 In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by y i |(x i , t i ) ∼ F (·, μ i ) with μ i = H(η(t i ) + x i T β), with for some known distribution function F and link function H. It is shown that the estimates of β are root-n consistent and asymptotically normal. Through a Monte Carlo study, the performance of these estimators is compared with that of the classical ones. © Institute of Mathematical Statistics, 2006. Fil:Boente, G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. application/pdf http://hdl.handle.net/20.500.12110/paper_00905364_v34_n6_p2856_Boente info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar Ann. Stat. 2006;34(6):2856-2878 Kernel weights Partially linear models Rate of convergence Robust estimation Smoothing Robust estimates in generalized partially linear models info:eu-repo/semantics/article info:ar-repo/semantics/artículo info:eu-repo/semantics/publishedVersion https://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_00905364_v34_n6_p2856_Boente_oai |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-145 |
| collection |
Repositorio Digital de la Universidad de Buenos Aires (UBA) |
| topic |
Kernel weights Partially linear models Rate of convergence Robust estimation Smoothing |
| spellingShingle |
Kernel weights Partially linear models Rate of convergence Robust estimation Smoothing Boente, G. He, X. Zhou, J. Robust estimates in generalized partially linear models |
| topic_facet |
Kernel weights Partially linear models Rate of convergence Robust estimation Smoothing |
| description |
In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by y i |(x i , t i ) ∼ F (·, μ i ) with μ i = H(η(t i ) + x i T β), with for some known distribution function F and link function H. It is shown that the estimates of β are root-n consistent and asymptotically normal. Through a Monte Carlo study, the performance of these estimators is compared with that of the classical ones. © Institute of Mathematical Statistics, 2006. |
| format |
Artículo Artículo publishedVersion |
| author |
Boente, G. He, X. Zhou, J. |
| author_facet |
Boente, G. He, X. Zhou, J. |
| author_sort |
Boente, G. |
| title |
Robust estimates in generalized partially linear models |
| title_short |
Robust estimates in generalized partially linear models |
| title_full |
Robust estimates in generalized partially linear models |
| title_fullStr |
Robust estimates in generalized partially linear models |
| title_full_unstemmed |
Robust estimates in generalized partially linear models |
| title_sort |
robust estimates in generalized partially linear models |
| publishDate |
2006 |
| url |
http://hdl.handle.net/20.500.12110/paper_00905364_v34_n6_p2856_Boente https://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_00905364_v34_n6_p2856_Boente_oai |
| work_keys_str_mv |
AT boenteg robustestimatesingeneralizedpartiallylinearmodels AT hex robustestimatesingeneralizedpartiallylinearmodels AT zhouj robustestimatesingeneralizedpartiallylinearmodels |
| _version_ |
1809356895621742592 |