Robust estimators for generalized linear models
- Autores
- Valdora, Marina Silvia; Yohai, Victor Jaime
- Año de publicación
- 2014
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- In this paper we propose a family of robust estimators for generalized linear models. The basic idea is to use an M-estimator after applying a variance stabilizing transformation to the response. We show the consistency and asymptotic normality of these estimators. We also obtain a lower bound for their breakdown point. A Monte Carlo study shows that the proposed estimators compare favorably with respect to other robust estimators for generalized linear models with Poisson response and log link.
Fil: Valdora, Marina Silvia. Universidad de Buenos Aires; Argentina
Fil: Yohai, Victor Jaime. Universidad de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina - Materia
-
M-Estimators
Transformations
Breakdown Point - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
- Repositorio
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/30479
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Robust estimators for generalized linear modelsValdora, Marina SilviaYohai, Victor JaimeM-EstimatorsTransformationsBreakdown Pointhttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1In this paper we propose a family of robust estimators for generalized linear models. The basic idea is to use an M-estimator after applying a variance stabilizing transformation to the response. We show the consistency and asymptotic normality of these estimators. We also obtain a lower bound for their breakdown point. A Monte Carlo study shows that the proposed estimators compare favorably with respect to other robust estimators for generalized linear models with Poisson response and log link.Fil: Valdora, Marina Silvia. Universidad de Buenos Aires; ArgentinaFil: Yohai, Victor Jaime. Universidad de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaElsevier Science2014-03info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/30479Valdora, Marina Silvia; Yohai, Victor Jaime; Robust estimators for generalized linear models; Elsevier Science; Journal Of Statistical Planning And Inference; 146; 3-2014; 31-480378-3758CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/doi/10.1016/j.jspi.2013.09.016info:eu-repo/semantics/altIdentifier/url/http://www.sciencedirect.com/science/article/pii/S0378375813002516info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-nd/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-10-15T14:40:39Zoai:ri.conicet.gov.ar:11336/30479instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-10-15 14:40:39.276CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse |
dc.title.none.fl_str_mv |
Robust estimators for generalized linear models |
title |
Robust estimators for generalized linear models |
spellingShingle |
Robust estimators for generalized linear models Valdora, Marina Silvia M-Estimators Transformations Breakdown Point |
title_short |
Robust estimators for generalized linear models |
title_full |
Robust estimators for generalized linear models |
title_fullStr |
Robust estimators for generalized linear models |
title_full_unstemmed |
Robust estimators for generalized linear models |
title_sort |
Robust estimators for generalized linear models |
dc.creator.none.fl_str_mv |
Valdora, Marina Silvia Yohai, Victor Jaime |
author |
Valdora, Marina Silvia |
author_facet |
Valdora, Marina Silvia Yohai, Victor Jaime |
author_role |
author |
author2 |
Yohai, Victor Jaime |
author2_role |
author |
dc.subject.none.fl_str_mv |
M-Estimators Transformations Breakdown Point |
topic |
M-Estimators Transformations Breakdown Point |
purl_subject.fl_str_mv |
https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
dc.description.none.fl_txt_mv |
In this paper we propose a family of robust estimators for generalized linear models. The basic idea is to use an M-estimator after applying a variance stabilizing transformation to the response. We show the consistency and asymptotic normality of these estimators. We also obtain a lower bound for their breakdown point. A Monte Carlo study shows that the proposed estimators compare favorably with respect to other robust estimators for generalized linear models with Poisson response and log link. Fil: Valdora, Marina Silvia. Universidad de Buenos Aires; Argentina Fil: Yohai, Victor Jaime. Universidad de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina |
description |
In this paper we propose a family of robust estimators for generalized linear models. The basic idea is to use an M-estimator after applying a variance stabilizing transformation to the response. We show the consistency and asymptotic normality of these estimators. We also obtain a lower bound for their breakdown point. A Monte Carlo study shows that the proposed estimators compare favorably with respect to other robust estimators for generalized linear models with Poisson response and log link. |
publishDate |
2014 |
dc.date.none.fl_str_mv |
2014-03 |
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/11336/30479 Valdora, Marina Silvia; Yohai, Victor Jaime; Robust estimators for generalized linear models; Elsevier Science; Journal Of Statistical Planning And Inference; 146; 3-2014; 31-48 0378-3758 CONICET Digital CONICET |
url |
http://hdl.handle.net/11336/30479 |
identifier_str_mv |
Valdora, Marina Silvia; Yohai, Victor Jaime; Robust estimators for generalized linear models; Elsevier Science; Journal Of Statistical Planning And Inference; 146; 3-2014; 31-48 0378-3758 CONICET Digital CONICET |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jspi.2013.09.016 info:eu-repo/semantics/altIdentifier/url/http://www.sciencedirect.com/science/article/pii/S0378375813002516 |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-nd/2.5/ar/ |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/ |
dc.format.none.fl_str_mv |
application/pdf application/pdf |
dc.publisher.none.fl_str_mv |
Elsevier Science |
publisher.none.fl_str_mv |
Elsevier Science |
dc.source.none.fl_str_mv |
reponame:CONICET Digital (CONICET) instname:Consejo Nacional de Investigaciones Científicas y Técnicas |
reponame_str |
CONICET Digital (CONICET) |
collection |
CONICET Digital (CONICET) |
instname_str |
Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.name.fl_str_mv |
CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.mail.fl_str_mv |
dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar |
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1846082898739855360 |
score |
13.22299 |