Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection

DOI10.1111/j.1467-9892.2006.00511.xzbMath1150.62038OpenAlexW2064464886MaRDI QIDQ3505319

Graciela Boente, Ana M. Bianco

Publication date: 18 June 2008

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2006.00511.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (14)

Robust nonparametric kernel regression estimator ⋮ Robust estimation in partially linear errors-in-variables models ⋮ Robust testing for superiority between two regression curves ⋮ Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter ⋮ Robust estimation in partially nonlinear models ⋮ Marginal integration \(M\)-estimators for additive models ⋮ Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds ⋮ Bandwidth choice for robust nonparametric scale function estimation ⋮ Robust nonparametric estimation with missing data ⋮ Estimation of the marginal location under a partially linear model with missing responses ⋮ On robust cross-validation for nonparametric smoothing ⋮ Robust estimators in semi-functional partial linear regression models ⋮ Robust non-parametric smoothing of non-stationary time series ⋮ Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis

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