Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter

This paper develops a robust profile estimation method for the parametric and nonparametric components of a single-index model when the errors have a strongly unimodal density with unknown nuisance parameter. We derive consistency results for the link function estimators as well as consistency and a...

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Detalles Bibliográficos
Autores principales: Agostinelli, C., Bianco, A.M., Boente, G.
Formato: JOUR
Materias:
Fisher consistency
Kernel weights
Local polynomials
Robustness
Single-index models
Errors
Robustness (control systems)
Asymptotic distributions
K fold cross validations
Kernel weight
Robustness properties
Single index models
Smoothing parameter
Parameter estimation
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_00203157_v_n_p_Agostinelli
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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