Mostrar el registro sencillo del ítem

dc.contributor.author
Valdora, Marina Silvia  
dc.contributor.author
Yohai, Victor Jaime  
dc.date.available
2017-12-13T18:07:16Z  
dc.date.issued
2014-03  
dc.identifier.citation
Valdora, Marina Silvia; Yohai, Victor Jaime; Robust estimators for generalized linear models; Elsevier Science; Journal Of Statistical Planning And Inference; 146; 3-2014; 31-48  
dc.identifier.issn
0378-3758  
dc.identifier.uri
http://hdl.handle.net/11336/30479  
dc.description.abstract
In this paper we propose a family of robust estimators for generalized linear models. The basic idea is to use an M-estimator after applying a variance stabilizing transformation to the response. We show the consistency and asymptotic normality of these estimators. We also obtain a lower bound for their breakdown point. A Monte Carlo study shows that the proposed estimators compare favorably with respect to other robust estimators for generalized linear models with Poisson response and log link.  
dc.format
application/pdf  
dc.language.iso
eng  
dc.publisher
Elsevier Science  
dc.rights
info:eu-repo/semantics/openAccess  
dc.rights.uri
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/  
dc.subject
M-Estimators  
dc.subject
Transformations  
dc.subject
Breakdown Point  
dc.subject.classification
Matemática Pura  
dc.subject.classification
Matemáticas  
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS  
dc.title
Robust estimators for generalized linear models  
dc.type
info:eu-repo/semantics/article  
dc.type
info:ar-repo/semantics/artículo  
dc.type
info:eu-repo/semantics/publishedVersion  
dc.date.updated
2017-12-12T18:49:52Z  
dc.journal.volume
146  
dc.journal.pagination
31-48  
dc.journal.pais
Países Bajos  
dc.journal.ciudad
Amsterdam  
dc.description.fil
Fil: Valdora, Marina Silvia. Universidad de Buenos Aires; Argentina  
dc.description.fil
Fil: Yohai, Victor Jaime. Universidad de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina  
dc.journal.title
Journal Of Statistical Planning And Inference  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.jspi.2013.09.016  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/http://www.sciencedirect.com/science/article/pii/S0378375813002516  

Archivos asociados
Thumbnail
 
Tamaño: 462.3Kb
Formato: PDF
.