Robust estimates in generalized partially linear single-index models

DOI10.1007/s11749-011-0249-zzbMath1259.62015MaRDI QIDQ1936552

Daniela Rodriguez, Graciela Boente

Publication date: 5 February 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0249-z

zbMATH Keywords

rate of convergence; asymptotic properties; smoothing techniques

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G35: Nonparametric robustness

62J12: Generalized linear models (logistic models)

62F35: Robustness and adaptive procedures (parametric inference)

65C05: Monte Carlo methods

Related Items

Detection of marginal heteroscedasticity for partial linear single-index models, Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline, A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES, Nonlinear regression models with single‐index heteroscedasticity, Penalised spline estimation for generalised partially linear single-index models, A robust and efficient estimation and variable selection method for partially linear single-index models, Estimating multi-index models with response-conditional least squares, Estimation and hypothesis test for partial linear single-index multiplicative models, Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter, Robust doubly protected estimators for quantiles with missing data, The adaptive L1-penalized LAD regression for partially linear single-index models

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