Autori: Rodriguez, Daniela, Munoz, Andres
Titolo: Robust estimation in partially nonlinear models
Periodico: Statistical methods & applications : Journal of the Italian Statistical Society
Anno: 2023 - Volume: 32 - Fascicolo: 5 - Pagina iniziale: 1407 - Pagina finale: 1437

This paper introduces a class of robust estimators for the parametric and nonparametric components of the partially nonlinear model. The robust estimators are based on a three-step procedure. We prove that the estimates of the parametric component are root–n consistent and asymptotically normally distributed. Through a Monte Carlo study, we compare the performance of our proposal to that of the classical estimators. We illustrate our procedure with examples.




SICI: 1618-2510(2023)32:5<1407:REIPNM>2.0.ZU;2-H

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