Optimal robust influence functions in semiparametric regression

DOI10.1016/J.JSPI.2009.07.010zbMATH Open1178.62037OpenAlexW2035846255MaRDI QIDQ1036723FDOQ1036723

Authors: Robert Hable, P. Ruckdeschel, H. Rieder 

Publication date: 13 November 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.07.010

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zbMATH Keywords

semiparametric modelrobust statisticsinfluence functionmean square errorCox regressionneighborhoods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Diagnostics, and linear inference and regression (62J20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Infinitesimally robust estimation in general smoothly parametrized models
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• Asymptotic Statistics
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• Statistical models based on counting processes
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• On adaptive estimation
• Misspecified proportional hazard models
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• Robust asymptotic statistics
• A motivation for \(1/ \sqrt{n}\)-shrinking neighborhoods
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• Some new estimators for Cox regression
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• Ecole d'ete de probabilités de Saint-Flour IX-1979. Ed. par P. L. Hennequin
• Robustness and efficiency of Sasieni-type estimators in the Cox model.
• On optimal B-robust influence functions in semiparametric models
• On a robust significance test for the Cox regression model

Cited In (5)

• On optimal b-robust influence functions in multidimensional parametric models
• Title not available (Why is that?)
• The influence function of semiparametric two-step estimators with estimated control variables
• On optimal B-robust influence functions in semiparametric models
• Title not available (Why is that?)

Uses Software

• R
• CRAN
• survival
• ROptEst
• RobLox
• RobASt
• coxrobust

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