Robust estimates in generalized partially linear models
- Autores
- Boente, G.; He, X.; Zhou, J.
- Año de publicación
- 2006
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- 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. - Fuente
- Ann. Stat. 2006;34(6):2856-2878
- Materia
-
Kernel weights
Partially linear models
Rate of convergence
Robust estimation
Smoothing - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- http://creativecommons.org/licenses/by/2.5/ar
- Repositorio
- Institución
- Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales
- OAI Identificador
- paperaa:paper_00905364_v34_n6_p2856_Boente
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Robust estimates in generalized partially linear modelsBoente, G.He, X.Zhou, J.Kernel weightsPartially linear modelsRate of convergenceRobust estimationSmoothingIn 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.2006info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfhttp://hdl.handle.net/20.500.12110/paper_00905364_v34_n6_p2856_BoenteAnn. Stat. 2006;34(6):2856-2878reponame:Biblioteca Digital (UBA-FCEN)instname:Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturalesinstacron:UBA-FCENenginfo:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by/2.5/ar2025-09-04T09:48:44Zpaperaa:paper_00905364_v34_n6_p2856_BoenteInstitucionalhttps://digital.bl.fcen.uba.ar/Universidad públicaNo correspondehttps://digital.bl.fcen.uba.ar/cgi-bin/oaiserver.cgiana@bl.fcen.uba.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:18962025-09-04 09:48:45.441Biblioteca Digital (UBA-FCEN) - Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturalesfalse |
dc.title.none.fl_str_mv |
Robust estimates in generalized partially linear models |
title |
Robust estimates in generalized partially linear models |
spellingShingle |
Robust estimates in generalized partially linear models Boente, G. Kernel weights Partially linear models Rate of convergence Robust estimation Smoothing |
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 |
dc.creator.none.fl_str_mv |
Boente, G. He, X. Zhou, J. |
author |
Boente, G. |
author_facet |
Boente, G. He, X. Zhou, J. |
author_role |
author |
author2 |
He, X. Zhou, J. |
author2_role |
author author |
dc.subject.none.fl_str_mv |
Kernel weights Partially linear models Rate of convergence Robust estimation Smoothing |
topic |
Kernel weights Partially linear models Rate of convergence Robust estimation Smoothing |
dc.description.none.fl_txt_mv |
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. |
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. |
publishDate |
2006 |
dc.date.none.fl_str_mv |
2006 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://purl.org/coar/resource_type/c_6501 info:ar-repo/semantics/articulo |
format |
article |
status_str |
publishedVersion |
dc.identifier.none.fl_str_mv |
http://hdl.handle.net/20.500.12110/paper_00905364_v34_n6_p2856_Boente |
url |
http://hdl.handle.net/20.500.12110/paper_00905364_v34_n6_p2856_Boente |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
http://creativecommons.org/licenses/by/2.5/ar |
dc.format.none.fl_str_mv |
application/pdf |
dc.source.none.fl_str_mv |
Ann. Stat. 2006;34(6):2856-2878 reponame:Biblioteca Digital (UBA-FCEN) instname:Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales instacron:UBA-FCEN |
reponame_str |
Biblioteca Digital (UBA-FCEN) |
collection |
Biblioteca Digital (UBA-FCEN) |
instname_str |
Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales |
instacron_str |
UBA-FCEN |
institution |
UBA-FCEN |
repository.name.fl_str_mv |
Biblioteca Digital (UBA-FCEN) - Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales |
repository.mail.fl_str_mv |
ana@bl.fcen.uba.ar |
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12.623145 |