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Abstract:

In many applications of regression analysis, there are covariates that are measured with errors. A robust family of estimators of the parametric and nonparametric components of a structural partially linear errors-in-variables model is introduced. The proposed estimators are based on a three-step procedure where robust orthogonal regression estimators are combined with robust smoothing techniques. Under regularity conditions, it is proved that the resulting estimators are consistent. The robustness of the proposal is studied by means of the empirical influence function when the linear parameter is estimated using the orthogonal M-estimator. A simulation study allows to compare the behaviour of the robust estimators with their classical relatives and a real example data is analysed to illustrate the performance of the proposal. © 2016 Elsevier B.V.

Registro:

Documento: Artículo
Título:Robust estimation in partially linear errors-in-variables models
Autor:Bianco, A.M.; Spano, P.M.
Filiación:Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and CONICET, Ciudad Universitaria, Buenos Aires, Argentina
Departamento de Ciencias Exactas, Ciclo Básico Común, Universidad de Buenos Aires, Ciudad Universitaria, Buenos Aires, Argentina
Palabras clave:Fisher-consistency; Kernel weights; M-location functionals; Nonparametric regression; Robust estimation; Errors; Orthogonal functions; Regression analysis; Fisher-consistency; Functionals; Kernel weight; Non-parametric regression; Robust estimation; Parameter estimation
Año:2017
Volumen:106
Página de inicio:46
Página de fin:64
DOI: http://dx.doi.org/10.1016/j.csda.2016.09.002
Título revista:Computational Statistics and Data Analysis
Título revista abreviado:Comput. Stat. Data Anal.
ISSN:01679473
CODEN:CSDAD
Registro:http://digital.bl.fcen.uba.ar/collection/paper/document/paper_01679473_v106_n_p46_Bianco

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Citas:

---------- APA ----------
Bianco, A.M. & Spano, P.M. (2017) . Robust estimation in partially linear errors-in-variables models. Computational Statistics and Data Analysis, 106, 46-64.
http://dx.doi.org/10.1016/j.csda.2016.09.002
---------- CHICAGO ----------
Bianco, A.M., Spano, P.M. "Robust estimation in partially linear errors-in-variables models" . Computational Statistics and Data Analysis 106 (2017) : 46-64.
http://dx.doi.org/10.1016/j.csda.2016.09.002
---------- MLA ----------
Bianco, A.M., Spano, P.M. "Robust estimation in partially linear errors-in-variables models" . Computational Statistics and Data Analysis, vol. 106, 2017, pp. 46-64.
http://dx.doi.org/10.1016/j.csda.2016.09.002
---------- VANCOUVER ----------
Bianco, A.M., Spano, P.M. Robust estimation in partially linear errors-in-variables models. Comput. Stat. Data Anal. 2017;106:46-64.
http://dx.doi.org/10.1016/j.csda.2016.09.002