Robust estimates in generalized partially linear models

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Publication:2373581



Abstract: In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by yi|(mathbfxi,ti)simF(cdot,mui) with mathrm{T}, for some known distribution function F and link function H. It is shown that the estimates of are root-n consistent and asymptotically normal. Through a Monte Carlo study, the performance of these estimators is compared with that of the classical ones.





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