Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter

DOI10.1007/s10463-019-00712-8OpenAlexW2914270348WikidataQ128178794 ScholiaQ128178794MaRDI QIDQ2183770

Ana M. Bianco, Graciela Boente, Claudio Agostinelli

Publication date: 27 May 2020

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.05422

zbMATH Keywords

robustnesssingle-index modelsFisher consistencylocal polynomialskernel weights

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items

Robust inference for high‐dimensional single index models, Robust doubly protected estimators for quantiles with missing data

Uses Software

• robustbase

Cites Work

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