INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
Robust tests in semiparametric partly linear models
Autor/es:
BIANCO, ANA; BOENTE, GRACIELA; MARTÍNEZ, ELENA
Revista:
SCANDINAVIAN JOURNAL OF STATISTICS
Editorial:
Blackwell Publishing
Referencias:
Año: 2006 vol. 33 p. 435 - 450
ISSN:
0303-6898
Resumen:
This paper focuses on the problem of testing the null hypothesis that the regression parameter equals a fixed value under a semiparametric partly linear regression model by using a three–step robust estimate for the regression parameter and the regression function. Two families of tests statistics are considered and their asymptotic distributions are studied under the null hypothesis and under contiguous alternatives. A Monte Carlo study is performed to compare the finite sample behavior of the proposed tests with the classical one.