Robust estimates in generalized partially linear models

DOI10.1214/009053606000000858zbMath1114.62032arXiv0708.0165OpenAlexW3103736596MaRDI QIDQ2373581

Xuming He, Jianhui Zhou, Graciela Boente

Publication date: 12 July 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0165

zbMATH Keywords

rate of convergencesmoothingrobust estimationpartially linear modelskernel weights

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items

Local \(M\)-estimation for conditional variance function with dependent data, Robust estimates in generalized partially linear models, Parameter estimation for a generalized semiparametric model with repeated measurements, Robust estimation and inference for general varying coefficient models with missing observations, Robust estimators in a generalized partly linear regression model under monotony constraints, Robust estimates in generalized partially linear single-index models, Robust estimation in partially nonlinear models, Sieve M-estimation for semiparametric varying-coefficient partially linear regression model, Robust likelihood inference for regression parameters in partially linear models, Robust estimation in regression and classification methods for large dimensional data, Pretest and shrinkage estimators in generalized partially linear models with application to real data, Wavelet penalized likelihood estimation in generalized functional models, Robust estimation for partially linear models with large-dimensional covariates, Robust inference in generalized partially linear models, S-estimator in partially linear regression models, Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators, Robust estimates in generalised varying-coefficient partially linear models, Robustified Maximum Likelihood Estimation in Generalized Partial Linear Mixed Model for Longitudinal Data, Robust group non-convex estimations for high-dimensional partially linear models, Difference-based M-estimator of generalized semiparametric model with NSD errors, Generalized partial linear models with nonignorable dropouts, Semiparametric estimation with missing covariates, Joint asymptotics for semi-nonparametric regression models with partially linear structure

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust estimation for nonparametric generalized regression
• Implementing the Bianco and Yohai estimator for logistic regression
• Profile likelihood and conditionally parametric models
• Robust plug-in bandwidth estimators in nonparametric regression
• Robust estimators in semiparametric partly linear regression models.
• On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
• Robust estimates in generalized partially linear models
• Bandwidth selection in robust smoothing
• The L 1 Method for Robust Nonparametric Regression
• Quasi-likelihood Estimation in Semiparametric Models
• Generalized Partially Linear Single-Index Models
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• Robust Inference for Generalized Linear Models
• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• Robust estimation for linear regression with asymmetric errors
• Robust Estimation in Generalized Partial Linear Models for Clustered Data
• Robust Statistics
• Convergence of stochastic processes