Robust estimation for the varying coefficient partially nonlinear models
type: Item
instance of: scholarly article
title: Robust estimation for the varying coefficient partially nonlinear models
zbMATH Open document ID: 1368.62137
author: Yunlu Jiang
author: Qinghua Ji
author: Baojian Xie
published in: Journal of Computational and Applied Mathematics
publication date: 2017-08-01T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G35
zbMATH DE Number: 6755377
zbMATH Keywords: varying coefficient partially nonlinear model
zbMATH Keywords: ESL function
zbMATH Keywords: robustness
zbMATH Keywords: predictive ability
MaRDI profile type: Publication
full work available at URL: j.cam.2017.04.028
OpenAlex ID: W2614567071
cites work: Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications
cites work: S-estimator in partially linear regression models
cites work: Statistical methods with varying coefficient models
cites work: Q4040937
cites work: Estimation and inference for varying coefficient partially nonlinear models
cites work: Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
cites work: Hedonic housing prices and the demand for clean air
cites work: Estimating Optimal Transformations for Multiple Regression and Correlation
cites work: Profile likelihood inferences on semiparametric varying-coefficient partially linear models
cites work: Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
cites work: New estimation and feature selection methods in mixture-of-experts models
cites work: Robust Variable Selection With Exponential Squared Loss
cites work: Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
cites work: Robust estimation in partially linear regression models
cites work: An exponential-squared estimator in the autoregressive model with heavy-tailed errors
cites work: Nonparametric quantile regression models via majorization minimization-algorithm
cites work: Local modal regression
cites work: Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
cites work: Weak and strong uniform consistency of kernel regression estimates
DOI: 10.1016/J.CAM.2017.04.028
description: scientific article; zbMATH DE number 6755377