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Abstract:

This paper focuses on nonparametric regression estimation for the parameters of a discrete or continuous distribution, such as the Poisson or Gamma distributions, when anomalous data are present. The proposal is a natural extension of robust methods developed in the setting of parametric generalized linear models. Robust estimators bounding either large values of the deviance or of the Pearson residuals are introduced and their asymptotic behaviour is derived. Through a Monte Carlo study, for the Poisson and Gamma distributions, the finite properties of the proposed procedures are investigated and their performance is compared with that of the classical ones. A resistant cross-validation method to choose the smoothing parameter is also considered. © 2011 Elsevier B.V.

Registro:

Documento: Artículo
Título:Robust estimation for nonparametric generalized regression
Autor:Bianco, A.M.; Boente, G.; Sombielle, S.
Filiación:FCEyN, Universidad de Buenos Aires, Argentina
CONICET, Argentina
Universidad Tecnológica Nacional, Argentina
Palabras clave:Asymptotic properties; Nonparametric generalized regression; Robust estimation; Smoothing techniques
Año:2011
Volumen:81
Número:12
Página de inicio:1986
Página de fin:1994
DOI: http://dx.doi.org/10.1016/j.spl.2011.08.007
Título revista:Statistics and Probability Letters
Título revista abreviado:Stat. Probab. Lett.
ISSN:01677152
CODEN:SPLTD
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v81_n12_p1986_Bianco

Referencias:

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Citas:

---------- APA ----------
Bianco, A.M., Boente, G. & Sombielle, S. (2011) . Robust estimation for nonparametric generalized regression. Statistics and Probability Letters, 81(12), 1986-1994.
http://dx.doi.org/10.1016/j.spl.2011.08.007
---------- CHICAGO ----------
Bianco, A.M., Boente, G., Sombielle, S. "Robust estimation for nonparametric generalized regression" . Statistics and Probability Letters 81, no. 12 (2011) : 1986-1994.
http://dx.doi.org/10.1016/j.spl.2011.08.007
---------- MLA ----------
Bianco, A.M., Boente, G., Sombielle, S. "Robust estimation for nonparametric generalized regression" . Statistics and Probability Letters, vol. 81, no. 12, 2011, pp. 1986-1994.
http://dx.doi.org/10.1016/j.spl.2011.08.007
---------- VANCOUVER ----------
Bianco, A.M., Boente, G., Sombielle, S. Robust estimation for nonparametric generalized regression. Stat. Probab. Lett. 2011;81(12):1986-1994.
http://dx.doi.org/10.1016/j.spl.2011.08.007