التفاصيل البيبلوغرافية
| العنوان: |
Robust estimators in a generalized partly linear regression model under monotony constraints |
| المؤلفون: |
Boente Boente, Graciela Lina, Rodriguez, Daniela Andrea, Vena, Pablo Claudio |
| بيانات النشر: |
Springer |
| مصطلحات موضوعية: |
B-SPLINES, DEVIANCE, ISOTONIC REGRESSION, PARTIAL LINEAR MODELS, ROBUST ESTIMATION, Estadística y Probabilidad, Matemáticas, CIENCIAS NATURALES Y EXACTAS, stat |
| الوصف: |
In this paper, we consider the situation in which the observations follow an isotonic generalized partly linear model. Under this model, the mean of the responses is modelled, through a link function, linearly on some covariates and nonparametrically on an univariate regressor in such a way that the nonparametric component is assumed to be a monotone function. A class of robust estimates for the monotone nonparametric component and for the regression parameter, related to the linear one, is defined. The robust estimators are based on a spline approach combined with a score function which bounds large values of the deviance. As an application, we consider the isotonic partly linear log-Gamma regression model. Under regularity conditions, we derive consistency results for the nonparametric function estimators as well as consistency and asymptotic distribution results for the regression parameter estimators. Besides, the empirical influence function allows us to study the sensitivity of the estimators to anomalous observations. Through a Monte Carlo study, we investigate the performance of the proposed estimators under a partly linear log-Gamma regression model with increasing nonparametric component. The proposal is illustrated on a real data set. ; Fil: Boente Boente, Graciela Lina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina ; Fil: Rodriguez, Daniela Andrea. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina ; Fil: Vena, Pablo Claudio. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". ... |
| نوع الوثيقة: |
article in journal/newspaper |
| اللغة: |
English |
| العلاقة: |
http://hdl.handle.net/11336/113242Test |
| الإتاحة: |
http://hdl.handle.net/11336/113242Test |
| حقوق: |
undefined |
| رقم الانضمام: |
edsbas.CC5B5CF7 |
| قاعدة البيانات: |
BASE |
