Artículo

Bianco, A.M.; Boente, G.; González-Manteiga, W.; Pérez-González, A. "Robust inference in partially linear models with missing responses" (2015) Statistics and Probability Letters. 97:88-98
Estamos trabajando para incorporar este artículo al repositorio
Consulte el artículo en la página del editor
Consulte la política de Acceso Abierto del editor

Abstract:

We consider robust testing on the regression parameter of a partially linear regression model, where missing responses are allowed. We derive the asymptotic behavior of the proposed test statistic under the null and contiguous alternatives. A numerical study is performed. © 2014 Elsevier B.V.

Registro:

Documento: Artículo
Título:Robust inference in partially linear models with missing responses
Autor:Bianco, A.M.; Boente, G.; González-Manteiga, W.; Pérez-González, A.
Filiación:Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Ciudad Universitaria, Pabellón 2, Buenos Aires, 1428, Argentina
CONICET, Av. Rivadavia 1917, Buenos Aires, 1429, Argentina
Departamento de Matemáticas, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Ciudad Universitaria, Pabellón 1, Buenos Aires, 1428, Argentina
IMAS, CONICET, Ciudad Universitaria, Pabellón 1, Buenos Aires, 1428, Argentina
Departamento de Estatística e Investigación Operativa, Facultad de Matemáticas, Universidad de Santiago de Compostela, Santiago de Compostela, 15782, Spain
Departamento de Estadística e Investigación Operativa, Facultad de Empresariales y Turismo, Universidad de Vigo, Campus de Orense, Orense, 32004, Spain
Palabras clave:Hypothesis testing; Kernel weights; M-location functionals; Missing at random; Partly linear models; Robust estimation
Año:2015
Volumen:97
Página de inicio:88
Página de fin:98
DOI: http://dx.doi.org/10.1016/j.spl.2014.11.004
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_v97_n_p88_Bianco

Referencias:

  • Bhattacharya, P.K., Zhao, P.L., Semiparametric inference in a partial linear model (1997) Ann. Statist., 25, pp. 244-262
  • Bianco, A., Boente, G., On the asymptotic behavior of one-step estimates in heteroscedastic regression models (2002) Statist. Probab. Lett., 60, pp. 33-47
  • Bianco, A., Boente, G., Robust estimators in semiparametric partly linear regression models (2004) J. Statist. Plann. Inference, 122, pp. 229-252
  • Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A., Estimation of the marginal location under a partially linear model with missing responses (2010) Comput. Statist. Data Anal., 54, pp. 546-564
  • Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A., Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators (2011) TEST, 20, pp. 524-548
  • Bianco, A., Boente, G., Martínez, E., Robust tests in semiparametric partly linear models (2006) Scand. J. Statist., 33, pp. 435-450
  • Boente, G., González-Manteiga, W., Pérez-González, A., Robust nonparametric estimation with missing data (2009) J. Statist. Plann. Inference, 139, pp. 571-592
  • Gao, J., Adaptive parametric test in a semiparametric regression model (1997) Comm. Statist. Theory Methods, 26, pp. 787-800
  • González Manteiga, W., Aneiros Pérez, G., Testing in partial linear regression models with dependent errors (2003) J. Nonparametr. Stat., 15, pp. 93-111
  • González-Manteiga, W., Crujeiras, R., An updated review of goodness-of-fit tests for regression models (2013) TEST, 22, pp. 361-447
  • Härdle, W., Liang, H., Gao, J., (2000) Partially Linear Models, , Springer-Verlag
  • Härdle, W., Müller, M., Sperlich, S., Werwatz, A., (2004) Nonparametric and Semiparametric Models, , Springer
  • He, X., Zhu, Z., Fung, W., Estimation in a semiparametric model for longitudinal data with unspecified dependence structure (2002) Biometrika, 89, pp. 579-590
  • Koul, H.L., Müller, U., Schick, A., The transfer principle: a tool for complete case analysis (2012) Ann. Statist., 40, pp. 3031-3049
  • Maronna, R., Martin, D., Yohai, V., (2006) Robust Statistics: Theory and Methods, , Wiley, New York
  • Robinson, P., Root-n-consistent semiparametric regression (1988) Econometrica, 56, pp. 931-954
  • Severini, T., Staniswalis, J., Quasi-likelihood estimation in semiparametric models (1994) J. Amer. Statist. Assoc., 89, pp. 501-511
  • Speckman, P., Kernel smoothing in partial linear models (1988) J. R. Stat. Soc. Ser. B, 50, pp. 413-436
  • Sperlich, S., On the choice of regularization parameters in specification testing: a critical discussion (2014) Empir. Econom., 47, pp. 427-450
  • Wang, Q., Linton, O., Härdle, W., Semiparametric regression analysis with missing response at random (2004) J. Amer. Statist. Assoc., 99 (466), pp. 334-345
  • Wang, Q., Sun, Z., Estimation in partially linear models with missing responses at random (2007) J. Multivariate Anal., 98, pp. 1470-1493

Citas:

---------- APA ----------
Bianco, A.M., Boente, G., González-Manteiga, W. & Pérez-González, A. (2015) . Robust inference in partially linear models with missing responses. Statistics and Probability Letters, 97, 88-98.
http://dx.doi.org/10.1016/j.spl.2014.11.004
---------- CHICAGO ----------
Bianco, A.M., Boente, G., González-Manteiga, W., Pérez-González, A. "Robust inference in partially linear models with missing responses" . Statistics and Probability Letters 97 (2015) : 88-98.
http://dx.doi.org/10.1016/j.spl.2014.11.004
---------- MLA ----------
Bianco, A.M., Boente, G., González-Manteiga, W., Pérez-González, A. "Robust inference in partially linear models with missing responses" . Statistics and Probability Letters, vol. 97, 2015, pp. 88-98.
http://dx.doi.org/10.1016/j.spl.2014.11.004
---------- VANCOUVER ----------
Bianco, A.M., Boente, G., González-Manteiga, W., Pérez-González, A. Robust inference in partially linear models with missing responses. Stat. Probab. Lett. 2015;97:88-98.
http://dx.doi.org/10.1016/j.spl.2014.11.004