Open Access
December 2006 Robust estimates in generalized partially linear models
Graciela Boente, Xuming He, Jianhui Zhou
Ann. Statist. 34(6): 2856-2878 (December 2006). DOI: 10.1214/009053606000000858

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|(xi, ti)∼F(⋅, μi) with μi=H(η(ti)+xiTβ), for some known distribution function F and link function H. It is shown that the estimates of β 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.

Citation

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Graciela Boente. Xuming He. Jianhui Zhou. "Robust estimates in generalized partially linear models." Ann. Statist. 34 (6) 2856 - 2878, December 2006. https://doi.org/10.1214/009053606000000858

Information

Published: December 2006
First available in Project Euclid: 23 May 2007

zbMATH: 1114.62032
MathSciNet: MR2329470
Digital Object Identifier: 10.1214/009053606000000858

Subjects:
Primary: 62F35
Secondary: 62G08

Keywords: Kernel weights , partially linear models , rate of convergence , robust estimation , smoothing

Rights: Copyright © 2006 Institute of Mathematical Statistics

Vol.34 • No. 6 • December 2006
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