Robust estimation for the varying coefficient partially nonlinear models

DOI10.1016/J.CAM.2017.04.028zbMATH Open1368.62137OpenAlexW2614567071MaRDI QIDQ2012585FDOQ2012585

Authors: 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

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zbMATH Keywords

robustnesspredictive abilityvarying coefficient partially nonlinear modelESL function

Mathematics Subject Classification ID

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

Cites Work

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• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Statistical methods with varying coefficient models
• Weak and strong uniform consistency of kernel regression estimates
• Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
• 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
• Estimation and inference for varying coefficient partially nonlinear models
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Robust Variable Selection With Exponential Squared Loss
• Title not available (Why is that?)
• Nonparametric quantile estimations for dynamic smooth coefficient models
• S-estimator in partially linear regression models
• An exponential-squared estimator in the autoregressive model with heavy-tailed errors
• Nonparametric quantile regression models via majorization minimization-algorithm
• Robust estimation in partially linear regression models

Cited In (21)

• Robust variable selection based on the random quantile LASSO
• Robust exponential squared loss-based estimation in semi-functional linear regression models
• Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function
• Estimation and inference for varying coefficient partially nonlinear models
• Robust Estimation Using Modified Huber’s Functions With New Tails
• Robust estimation in partially linear regression models
• Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
• Robust variable selection with exponential squared loss for partially linear spatial autoregressive models
• Outlier resistant estimation in difference-based semiparametric partially linear models
• Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
• Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random
• Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
• Learning under \((1 + \epsilon)\)-moment conditions
• Title not available (Why is that?)
• Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
• A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
• Quantile regression for robust inference on varying coefficient partially nonlinear models
• Empirical likelihood for varying coefficient partially nonlinear model with missing responses
• Robust estimation and empirical likelihood inference with exponential squared loss for panel data models
• Robust MAVE for single-index varying-coefficient models
• Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression

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