Robust estimates in generalized partially linear models

Graciela Boente, Xuming He, Jianhui Zhou

Research output: Contribution to journalArticlepeer-review

33 Scopus citations

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 y i|(x i, t i) ∼ F (·, μ i) with μ i = H(η(t i) + x i Tβ), with 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.

Original languageEnglish
Pages (from-to)2856-2878
Number of pages23
JournalAnnals of Statistics
Volume34
Issue number6
DOIs
StatePublished - Dec 2006

Keywords

  • Kernel weights
  • Partially linear models
  • Rate of convergence
  • Robust estimation
  • Smoothing

Fingerprint

Dive into the research topics of 'Robust estimates in generalized partially linear models'. Together they form a unique fingerprint.

Cite this