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Abstract:

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.

Registro:

Documento: Artículo
Título:Robust estimates in generalized partially linear models
Autor:Boente, G.; He, X.; Zhou, J.
Filiación:Universidad de Buenos Aires, CONICET, Argentina
University of Illinois at Urbana-Champaign, United States
University of Virginia, United States
Departamento de Matemática, Instituto de Cálculo, Pabellón 2, Buenos Aires C1428EHA, Argentina
Department of Statistics, University of Illinois at Urbana-Champaion, 725 South Wright Street, Champaign, IL 61820, United States
Department of Statistics, University of Virginia, Charlottesville, VA 22904, United States
Palabras clave:Kernel weights; Partially linear models; Rate of convergence; Robust estimation; Smoothing
Año:2006
Volumen:34
Número:6
Página de inicio:2856
Página de fin:2878
DOI: http://dx.doi.org/10.1214/009053606000000858
Título revista:Annals of Statistics
Título revista abreviado:Ann. Stat.
ISSN:00905364
PDF:https://bibliotecadigital.exactas.uba.ar/download/paper/paper_00905364_v34_n6_p2856_Boente.pdf
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00905364_v34_n6_p2856_Boente

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Citas:

---------- APA ----------
Boente, G., He, X. & Zhou, J. (2006) . Robust estimates in generalized partially linear models. Annals of Statistics, 34(6), 2856-2878.
http://dx.doi.org/10.1214/009053606000000858
---------- CHICAGO ----------
Boente, G., He, X., Zhou, J. "Robust estimates in generalized partially linear models" . Annals of Statistics 34, no. 6 (2006) : 2856-2878.
http://dx.doi.org/10.1214/009053606000000858
---------- MLA ----------
Boente, G., He, X., Zhou, J. "Robust estimates in generalized partially linear models" . Annals of Statistics, vol. 34, no. 6, 2006, pp. 2856-2878.
http://dx.doi.org/10.1214/009053606000000858
---------- VANCOUVER ----------
Boente, G., He, X., Zhou, J. Robust estimates in generalized partially linear models. Ann. Stat. 2006;34(6):2856-2878.
http://dx.doi.org/10.1214/009053606000000858