Robust estimates in generalised varying-coefficient partially linear models

DOI10.1080/10485250903428468zbMath1359.62125OpenAlexW2016773831MaRDI QIDQ3589227

Tao Hu, Heng-Jian Cui

Publication date: 20 September 2010

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903428468

zbMATH Keywords

robustnessefficiencyoptimal convergence ratevarying coefficientsievepartly linear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Gaussian copula based composite quantile regression in semivarying models with longitudinal data ⋮ Robust estimation and inference for general varying coefficient models with missing observations ⋮ Longitudinal data analysis based on generalized linear partially varying-coefficient models ⋮ S-estimator in partially linear regression models ⋮ Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates ⋮ Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data ⋮ Estimation and inference for generalized semi-varying coefficient models ⋮ Semiparametric estimation with missing covariates

Uses Software

• robustbase
• SemiPar

Cites Work

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