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
Biblioteca Digital (UBA-FCEN)
Institución
Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales
OAI Identificador
paperaa:paper_00905364_v34_n6_p2856_Boente
Acceder
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oai_identifier_str paperaa:paper_00905364_v34_n6_p2856_Boente
network_acronym_str BDUBAFCEN
repository_id_str 1896
network_name_str Biblioteca Digital (UBA-FCEN)
spelling 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/ar2025-11-27T08:37:08Zpaperaa: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:18962025-11-27 08:37:10.111Biblioteca 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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score 13.011256

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