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dc.contributor.author
Bianco, Ana Maria
dc.contributor.author
Boente Boente, Graciela Lina
dc.contributor.author
Sombielle, Susana
dc.date.available
2017-04-06T20:42:38Z
dc.date.issued
2011-12
dc.identifier.citation
Bianco, Ana Maria; Boente Boente, Graciela Lina; Sombielle, Susana; Robust estimation for nonparametric generalized regression; Elsevier; Statistics & Probability Letters; 81; 12; 12-2011; 1986-1994
dc.identifier.issn
0167-7152
dc.identifier.uri
http://hdl.handle.net/11336/14907
dc.description.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.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Elsevier
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
dc.subject
Asymptotic Properties
dc.subject
Nonparametric Generalized Regression
dc.subject
Robust Estimation
dc.subject
Smoothing Techniques
dc.subject.classification
Estadística y Probabilidad
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
Robust estimation for nonparametric generalized regression
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2017-04-05T15:12:38Z
dc.journal.volume
81
dc.journal.number
12
dc.journal.pagination
1986-1994
dc.journal.pais
Países Bajos
dc.journal.ciudad
Amsterdam
dc.description.fil
Fil: Bianco, Ana Maria. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
dc.description.fil
Fil: Boente Boente, Graciela Lina. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
dc.description.fil
Fil: Sombielle, Susana. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Universidad Tecnologica Nacional; Argentina
dc.journal.title
Statistics & Probability Letters
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/http://www.sciencedirect.com/science/article/pii/S0167715211002719
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.spl.2011.08.007
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