Robust estimates in generalised varying-coefficient partially linear models

DOI10.1080/10485250903428468MaRDI QIDQ3589227zbMATH OpenOpenAlexFDO

Authors Tao Hu, Hengjian Cui

Publication date 20 September 2010

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250903428468

zbMATH Keywords

efficiencyoptimal convergence ratepartly linear modelrobustnesssievevarying coefficient

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cites work

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• Generalized partially linear varying-coefficient models
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Cited in

(23)

• Robust estimators in semiparametric partly linear regression models.
• Robust estimates in generalized partially linear single-index models
• Semiparametric estimation with missing covariates
• Robust estimates in generalized partially linear models
• Robust inference in generalized partially linear models
• Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
• Robust estimation and inference for general varying coefficient models with missing observations
• Robust estimation of the generalised partial linear model with missing covariates
• Longitudinal data analysis based on generalized linear partially varying-coefficient models
• scientific article; zbMATH DE number 6001692 (Why is no real title available?)
• Local Walsh-average regression for semiparametric varying-coefficient models
• Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
• Estimation and inference for generalized semi-varying coefficient models
• Gaussian copula based composite quantile regression in semivarying models with longitudinal data
• S-estimator in partially linear regression models
• Parametric simultaneous robust inferences for regression coefficient under generalized linear models
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates
• Local rank estimation and related test for varying-coefficient partially linear models
• Sieve M-estimation for semiparametric varying-coefficient partially linear regression model
• Model averaging estimation for generalized partially linear varying-coefficient models
• Determining the mean-variance relationship in generalized linear models -- A parametric robust way
• Robust estimation for spatial semiparametric varying coefficient partially linear regression

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Uses Software

• robustbase
• SemiPar

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