Artículo

Boente, G.; Cao, R.; González Manteiga Wenceslao, W.; Rodriguez, D. "Testing in generalized partially linear models: A robust approach" (2013) Statistics and Probability Letters. 83(1):203-212
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Abstract:

In this paper, we introduce a family of robust statistics which allow to decide between a parametric model and a semiparametric one. More precisely, under a generalized partially linear model, i.e., when the observations satisfy y i(x i,t i)F(i) with μ i = H((t i)+x i t) and H a known link function, we want to test H0:(t)=+t against H1:is a nonlinear smooth function. A general approach which includes robust estimators based on a robustified deviance or a robustified quasi-likelihood is considered. The asymptotic behavior of the test statistic under the null hypothesis is obtained. © 2012 Elsevier B.V.

Registro:

Documento: Artículo
Título:Testing in generalized partially linear models: A robust approach
Autor:Boente, G.; Cao, R.; González Manteiga Wenceslao, W.; Rodriguez, D.
Filiación:Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, CONICET, Argentina
Departamento de Matemáticas, Universidade da Coruña, A Corua, Spain
Departamento de Estadística e Investigación Operativa, Facultad de Matemticas, Universidad de Santiago de Compostela, Santiago de Compostela, Spain
Palabras clave:Generalized partially linear models; Kernel weights; Rate of convergence; Robust testing
Año:2013
Volumen:83
Número:1
Página de inicio:203
Página de fin:212
DOI: http://dx.doi.org/10.1016/j.spl.2012.08.031
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_v83_n1_p203_Boente

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Citas:

---------- APA ----------
Boente, G., Cao, R., González Manteiga Wenceslao, W. & Rodriguez, D. (2013) . Testing in generalized partially linear models: A robust approach. Statistics and Probability Letters, 83(1), 203-212.
http://dx.doi.org/10.1016/j.spl.2012.08.031
---------- CHICAGO ----------
Boente, G., Cao, R., González Manteiga Wenceslao, W., Rodriguez, D. "Testing in generalized partially linear models: A robust approach" . Statistics and Probability Letters 83, no. 1 (2013) : 203-212.
http://dx.doi.org/10.1016/j.spl.2012.08.031
---------- MLA ----------
Boente, G., Cao, R., González Manteiga Wenceslao, W., Rodriguez, D. "Testing in generalized partially linear models: A robust approach" . Statistics and Probability Letters, vol. 83, no. 1, 2013, pp. 203-212.
http://dx.doi.org/10.1016/j.spl.2012.08.031
---------- VANCOUVER ----------
Boente, G., Cao, R., González Manteiga Wenceslao, W., Rodriguez, D. Testing in generalized partially linear models: A robust approach. Stat. Probab. Lett. 2013;83(1):203-212.
http://dx.doi.org/10.1016/j.spl.2012.08.031