Robust estimates in generalized partially linear single-index models

DOI10.1007/s11749-011-0249-zzbMath1259.62015OpenAlexW2029759029MaRDI QIDQ1936552

Daniela Rodriguez, Graciela Boente

Publication date: 5 February 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0249-z

zbMATH Keywords

rate of convergenceasymptotic propertiessmoothing techniques

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items (11)

Detection of marginal heteroscedasticity for partial linear single-index models ⋮ Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline ⋮ Estimation and hypothesis test for partial linear single-index multiplicative models ⋮ Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter ⋮ Nonlinear regression models with single‐index heteroscedasticity ⋮ Robust doubly protected estimators for quantiles with missing data ⋮ The adaptive L1-penalized LAD regression for partially linear single-index models ⋮ Penalised spline estimation for generalised partially linear single-index models ⋮ A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES ⋮ A robust and efficient estimation and variable selection method for partially linear single-index models ⋮ Estimating multi-index models with response-conditional least squares

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