Robust estimation for the varying coefficient partially nonlinear models

DOI10.1016/J.CAM.2017.04.028zbMath1368.62137OpenAlexW2614567071MaRDI QIDQ2012585

Yunlu Jiang, Qinghua Ji, Baojian Xie

Publication date: 1 August 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.04.028

zbMATH Keywords

robustnesspredictive abilityvarying coefficient partially nonlinear modelESL function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (12)

Empirical likelihood for varying coefficient partially nonlinear model with missing responses ⋮ Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates ⋮ Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data ⋮ Robust variable selection based on the random quantile LASSO ⋮ Robust exponential squared loss-based estimation in semi-functional linear regression models ⋮ Robust variable selection with exponential squared loss for partially linear spatial autoregressive models ⋮ Learning under \((1 + \epsilon)\)-moment conditions ⋮ Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression ⋮ Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random ⋮ Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method ⋮ Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function ⋮ Robust MAVE for single-index varying-coefficient models

Cites Work

• Unnamed Item
• Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
• Estimation and inference for varying coefficient partially nonlinear models
• Statistical methods with varying coefficient models
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Hedonic housing prices and the demand for clean air
• An exponential-squared estimator in the autoregressive model with heavy-tailed errors
• Nonparametric quantile regression models via majorization minimization-algorithm
• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• New estimation and feature selection methods in mixture-of-experts models
• Local modal regression
• Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Weak and strong uniform consistency of kernel regression estimates
• Robust estimation in partially linear regression models
• S-estimator in partially linear regression models
• Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Robust Variable Selection With Exponential Squared Loss

This page was built for publication: Robust estimation for the varying coefficient partially nonlinear models