Optimal robust influence functions in semiparametric regression

DOI10.1016/J.JSPI.2009.07.010zbMath1178.62037OpenAlexW2035846255MaRDI QIDQ1036723

Robert Hable, Peter Ruckdeschel, Helmut Rieder

Publication date: 13 November 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.07.010

zbMATH Keywords

semiparametric modelinfluence functionmean square errorrobust statisticsCox regressionneighborhoods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Diagnostics, and linear inference and regression (62J20)

Uses Software

• Unnamed Item
• CRAN
• survival
• ROptEst
• RobLox
• RobASt
• coxrobust

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Infinitesimally robust estimation in general smoothly parametrized models
• Robust regression based on infinitesimal neighbourhoods
• Ecole d'ete de probabilités de Saint-Flour IX-1979. Ed. par P. L. Hennequin
• On adaptive estimation
• Some new estimators for Cox regression
• Robust asymptotic statistics
• Robustness and efficiency of Sasieni-type estimators in the Cox model.
• On optimal B-robust influence functions in semiparametric models
• A motivation for \(1/ \sqrt{n}\)-shrinking neighborhoods
• Misspecified proportional hazard models
• Asymptotic Statistics
• On a robust significance test for the Cox regression model
• Statistical models based on counting processes

This page was built for publication: Optimal robust influence functions in semiparametric regression