Robust estimation for nonparametric generalized regression
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...
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| Formato: | Capítulo de libro |
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2011
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| Acceso en línea: | Registro en Scopus DOI Handle Registro en la Biblioteca Digital |
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| LEADER | 06969caa a22007097a 4500 | ||
|---|---|---|---|
| 001 | PAPER-10098 | ||
| 003 | AR-BaUEN | ||
| 005 | 20230518204006.0 | ||
| 008 | 190411s2011 xx ||||fo|||| 00| 0 eng|d | ||
| 024 | 7 | |2 scopus |a 2-s2.0-80053174259 | |
| 040 | |a Scopus |b spa |c AR-BaUEN |d AR-BaUEN | ||
| 030 | |a SPLTD | ||
| 100 | 1 | |a Bianco, A.M. | |
| 245 | 1 | 0 | |a Robust estimation for nonparametric generalized regression |
| 260 | |c 2011 | ||
| 270 | 1 | 0 | |m Boente, G.; Instituto de Cálculo, Ciudad Universitaria, Pabellón 2, Buenos Aires, C1428EHA, Argentina; email: gboente@dm.uba.ar |
| 506 | |2 openaire |e Política editorial | ||
| 504 | |a Bianco, A.M., Boente, G., Sombielle, S., (2011), http://www.ic.fcen.uba.ar/preprints.html, Robust nonparametric generalized regression estimation. Available at:; Bianco, A., García Ben, M., Yohai, V., Robust estimation for linear regression with asymmetric errors (2005) Canad. J. Statist., 33, pp. 511-528 | ||
| 504 | |a Bianco, A., Yohai, V., Robust Estimation in the Logistic Regression Model (1996) Lecture Notes in Statist., 109, pp. 17-34. , Springer-Verlag, New York | ||
| 504 | |a Boente, G., Fraiman, R., Robust nonparametric regression estimation (1989) J. Multivariate Anal., 29, pp. 180-198 | ||
| 504 | |a Boente, G., Fraiman, R., A functional approach to robust nonparametric regression (1991) The IMA Volumes in Mathematics and its Applications, 33, pp. 35-46. , W. Stahel, S. Weisberg (Eds.) Directions in Robust Statistics and Diagnostics | ||
| 504 | |a Boente, G., Fraiman, R., Meloche, J., Robust plug-in bandwidth estimators in nonparametric regression (1997) J. Statist. Plann. Inference, 57, pp. 109-142 | ||
| 504 | |a Boos, D., Serfling, J., A note on differentials and the CLT and LIL for statistical functions, with applications to M-estimates (1980) Ann. Statist., 8, pp. 618-624 | ||
| 504 | |a Brown, L.D., Cai, T., Zhou, H., Nonparametric regression in exponential families (2010) Ann. Statist., 38, pp. 2005-2046 | ||
| 504 | |a Cantoni, E., Ronchetti, E., Robust inference for generalized linear models (2001) J. Amer. Statist. Assoc., 96, pp. 1022-1030 | ||
| 504 | |a Cantoni, E., Ronchetti, E., Resistant selection of the smoothing parameter for smoothing splines (2001) Stat. Comput., 11, pp. 141-146 | ||
| 504 | |a Cleveland, W., Robust locally weighted regression and smoothing scatterplots (1979) J. Amer. Statist. Assoc., 74, pp. 829-836 | ||
| 504 | |a Cleveland, W., Devlin, S., Locally weighted regression: an approach to regression analysis by local fitting (1988) J. Amer. Statist. Assoc., 83, pp. 596-610 | ||
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| 504 | |a Fowlkes, E.B., Some diagnostics for binary logistic regression via smoothing (1987) Biometrika, 74, pp. 503-516 | ||
| 504 | |a Gasser, T., Müller, H.G., Estimating regression functions and their derivatives by the kernel method (1984) Scand. J. Statist., 11, pp. 171-185 | ||
| 504 | |a Georgiev, A., Consistent nonparametric multiple regression: the fixed design case (1988) J. Multivariate Anal., 25, pp. 100-110 | ||
| 504 | |a Härdle, W., Robust regression function estimation (1984) J. Multivariate Anal., 14, pp. 169-180 | ||
| 504 | |a Härdle, W., Applied Nonparametric Regression (1990) Econometric Society Monographs, , Cambridge University Press | ||
| 504 | |a Härdle, W., Gasser, T., Robust nonparametric function fitting (1984) J. Roy. Statist. Soc. Ser. B, 46, pp. 42-51 | ||
| 504 | |a Härdle, W., Müler, M., Sperlich, S., Werwatz, A., Nonparametric and Semiparametric Models (2004) Springer Series in Statistics, , Springer Press, Germany | ||
| 504 | |a Härdle, W., Tsybakov, A., Robust nonparametric regression with simultaneous scale curve estimation (1988) Ann. Statist., 16, pp. 120-135 | ||
| 504 | |a Huber, P., (1967), 1, pp. 221-233. , The behaviour of maximum likelihood estimates under nonstandard conditions, in: Proc. 6th Berkeley Symp; Künsch, H., Stefanski, L., Carroll, R., Conditionally unbiased bounded-influence estimation in general regression models with applications to generalized linear models (1989) J. Amer. Statist. Assoc., 84, pp. 460-466 | ||
| 504 | |a Leung, D., Cross-validation in nonparametric regression with outliers (2005) Ann. Statist., 3, pp. 2291-2310 | ||
| 504 | |a Leung, D., Marrot, F., Wu, E., Bandwidth selection in robust smoothing (1993) J. Nonparametr. Stat., 4, pp. 333-339 | ||
| 504 | |a Nelder, J.A., Wedderburn, R., Generalized linear models (1972) J. Roy. Statist. Soc. Ser. A, 135, pp. 370-384 | ||
| 504 | |a Shorack, G., Wellner, J., (1986) Empirical Processes with Applications to Statistics, , Wiley, New York | ||
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| 520 | 3 | |a 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. © 2011 Elsevier B.V. |l eng | |
| 593 | |a FCEyN, Universidad de Buenos Aires, Argentina | ||
| 593 | |a CONICET, Argentina | ||
| 593 | |a Universidad Tecnológica Nacional, Argentina | ||
| 690 | 1 | 0 | |a ASYMPTOTIC PROPERTIES |
| 690 | 1 | 0 | |a NONPARAMETRIC GENERALIZED REGRESSION |
| 690 | 1 | 0 | |a ROBUST ESTIMATION |
| 690 | 1 | 0 | |a SMOOTHING TECHNIQUES |
| 700 | 1 | |a Boente, G. | |
| 700 | 1 | |a Sombielle, S. | |
| 773 | 0 | |d 2011 |g v. 81 |h pp. 1986-1994 |k n. 12 |p Stat. Probab. Lett. |x 01677152 |w (AR-BaUEN)CENRE-6916 |t Statistics and Probability Letters | |
| 856 | 4 | 1 | |u https://www.scopus.com/inward/record.uri?eid=2-s2.0-80053174259&doi=10.1016%2fj.spl.2011.08.007&partnerID=40&md5=3ef6564452034eca59c02d33dabbf094 |y Registro en Scopus |
| 856 | 4 | 0 | |u https://doi.org/10.1016/j.spl.2011.08.007 |y DOI |
| 856 | 4 | 0 | |u https://hdl.handle.net/20.500.12110/paper_01677152_v81_n12_p1986_Bianco |y Handle |
| 856 | 4 | 0 | |u https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v81_n12_p1986_Bianco |y Registro en la Biblioteca Digital |
| 961 | |a paper_01677152_v81_n12_p1986_Bianco |b paper |c PE | ||
| 962 | |a info:eu-repo/semantics/article |a info:ar-repo/semantics/artículo |b info:eu-repo/semantics/publishedVersion | ||
| 999 | |c 71051 | ||