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Robust estimates in generalized partially linear single-index models

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  • Graciela Boente
  • Daniela Rodriguez

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  • Graciela Boente & Daniela Rodriguez, 2012. "Robust estimates in generalized partially linear single-index models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 386-411, June.
    • Handle: RePEc:spr:testjl:v:21:y:2012:i:2:p:386-411
    DOI: 10.1007/s11749-011-0249-z
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    References listed on IDEAS

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    1. Yi, Grace Y. & He, Wenqing & Liang, Hua, 2009. "Analysis of correlated binary data under partially linear single-index logistic models," Journal of Multivariate Analysis, Elsevier, vol. 100(2), pages 278-290, February.
    2. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
    3. Alimadad, Azadeh & Salibian-Barrera, Matias, 2011. "An Outlier-Robust Fit for Generalized Additive Models With Applications to Disease Outbreak Detection," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 719-731.
    4. Xuming He, 2002. "Estimation in a semiparametric model for longitudinal data with unspecified dependence structure," Biometrika, Biometrika Trust, vol. 89(3), pages 579-590, August.
    5. Xia, Yingcun & Härdle, Wolfgang, 2006. "Semi-parametric estimation of partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1162-1184, May.
    6. Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian, 2003. "Efficient estimation in conditional single-index regression," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 213-226, August.
    7. Boente, Graciela & Rodriguez, Daniela, 2010. "Robust inference in generalized partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2942-2966, December.
    8. Cantoni E. & Ronchetti E., 2001. "Robust Inference for Generalized Linear Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1022-1030, September.
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    Citations

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    Cited by:

    1. Rongning Wu & Yunwei Cui, 2014. "A Parameter-Driven Logit Regression Model For Binary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(5), pages 462-477, August.
    2. Jun Zhang & Xia Cui & Heng Peng, 2020. "Estimation and hypothesis test for partial linear single-index multiplicative models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 699-740, June.
    3. Mariela Sued & Marina Valdora & Víctor Yohai, 2020. "Robust doubly protected estimators for quantiles with missing data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 819-843, September.
    4. Yang, Hu & Yang, Jing, 2014. "A robust and efficient estimation and variable selection method for partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 227-242.
    5. Claudio Agostinelli & Ana M. Bianco & Graciela Boente, 2020. "Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 855-893, June.

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