Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis

DOI10.1016/j.csda.2007.10.017zbMath1452.62034OpenAlexW2093492112MaRDI QIDQ1023611

Daniela Rodriguez, Graciela Boente

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.10.017

zbMATH Keywords

asymptotic propertiessmoothing techniquesrobust estimationbandwidth selectorskernel weightspartly linear models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric robustness (62G35)

Related Items (11)

Robust nonparametric kernel regression estimator ⋮ Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter ⋮ Robust estimation in partially nonlinear models ⋮ Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds ⋮ Bandwidth choice for robust nonparametric scale function estimation ⋮ Robust exponential smoothing of multivariate time series ⋮ Robust doubly protected estimators for quantiles with missing data ⋮ On robust cross-validation for nonparametric smoothing ⋮ On a robust local estimator for the scale function in heteroscedastic nonparametric regression ⋮ Robust estimators in semi-functional partial linear regression models ⋮ Robust location estimation with missing data

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