Robust estimates for generalized partially linear varying-coefficient models

来源 :IMS-China International Conference on Statistics and Probabi | 被引量 : 0次 | 上传用户:zs83315
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  In this talk, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized semiparanetric varying-coefficient partially linear regression model.A Sieve M-estimation method is proposed and the asymptotic properties of the proposed estimators are discussed.It is easier to com pute and the required computation burden is much less than the existing two-stage estimation method.Under some mild conditions, the estimators are shown to be strongly consistent; the convergence rate of the estimator for the unknown nonpara metric component is obtained and the estimator for the unknown parameter is shown to be asymptotic normality.Simulation studies were carried out to investigate the performance of the proposed method.
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