Robust estimation for nonparametric generalized regression
This paper focuses on nonparametric regression estimation for the parameters of a discrete or continuous distribution, such as the Poisson or Gamma distributions, when anomalous data are present. The proposal is a natural extension of robust methods developed in the setting of parametric generalized...
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| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_01677152_v81_n12_p1986_Bianco |
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todo:paper_01677152_v81_n12_p1986_Bianco2023-10-03T15:05:15Z Robust estimation for nonparametric generalized regression Bianco, A.M. Boente, G. Sombielle, S. Asymptotic properties Nonparametric generalized regression Robust estimation Smoothing techniques This paper focuses on nonparametric regression estimation for the parameters of a discrete or continuous distribution, such as the Poisson or Gamma distributions, when anomalous data are present. The proposal is a natural extension of robust methods developed in the setting of parametric generalized linear models. Robust estimators bounding either large values of the deviance or of the Pearson residuals are introduced and their asymptotic behaviour is derived. Through a Monte Carlo study, for the Poisson and Gamma distributions, the finite properties of the proposed procedures are investigated and their performance is compared with that of the classical ones. A resistant cross-validation method to choose the smoothing parameter is also considered. © 2011 Elsevier B.V. Fil:Bianco, A.M. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:Boente, G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_01677152_v81_n12_p1986_Bianco |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
Asymptotic properties Nonparametric generalized regression Robust estimation Smoothing techniques |
| spellingShingle |
Asymptotic properties Nonparametric generalized regression Robust estimation Smoothing techniques Bianco, A.M. Boente, G. Sombielle, S. Robust estimation for nonparametric generalized regression |
| topic_facet |
Asymptotic properties Nonparametric generalized regression Robust estimation Smoothing techniques |
| description |
This paper focuses on nonparametric regression estimation for the parameters of a discrete or continuous distribution, such as the Poisson or Gamma distributions, when anomalous data are present. The proposal is a natural extension of robust methods developed in the setting of parametric generalized linear models. Robust estimators bounding either large values of the deviance or of the Pearson residuals are introduced and their asymptotic behaviour is derived. Through a Monte Carlo study, for the Poisson and Gamma distributions, the finite properties of the proposed procedures are investigated and their performance is compared with that of the classical ones. A resistant cross-validation method to choose the smoothing parameter is also considered. © 2011 Elsevier B.V. |
| format |
JOUR |
| author |
Bianco, A.M. Boente, G. Sombielle, S. |
| author_facet |
Bianco, A.M. Boente, G. Sombielle, S. |
| author_sort |
Bianco, A.M. |
| title |
Robust estimation for nonparametric generalized regression |
| title_short |
Robust estimation for nonparametric generalized regression |
| title_full |
Robust estimation for nonparametric generalized regression |
| title_fullStr |
Robust estimation for nonparametric generalized regression |
| title_full_unstemmed |
Robust estimation for nonparametric generalized regression |
| title_sort |
robust estimation for nonparametric generalized regression |
| url |
http://hdl.handle.net/20.500.12110/paper_01677152_v81_n12_p1986_Bianco |
| work_keys_str_mv |
AT biancoam robustestimationfornonparametricgeneralizedregression AT boenteg robustestimationfornonparametricgeneralizedregression AT sombielles robustestimationfornonparametricgeneralizedregression |
| _version_ |
1807316006910033920 |