INVESTIGADORES
BOENTE BOENTE Graciela Lina
congresos y reuniones científicas
Título:
A B-spline robust approach for partially linear additive models
Autor/es:
BOENTE, GRACIELA; MARTÍNEZ, ALEJANDRA
Lugar:
Viena
Reunión:
Conferencia; International Conference on Robust Statistics (ICORS 2021); 2021
Institución organizadora:
Technische Universitat Wien
Resumen:
In this presentation, we introduce a family of robust estimators that combines B−splineswith robust MM−regression estimators and avoids moment conditions for the errors.Consistency results, rates of convergence of the robust estimators as well as the asymptoticdistribution of the estimators of the regression parameter are obtained under mild assumptions. To select the dimension of the B−spline basis, a robust version of the BIC criteria is considered.Through the results of a Monte Carlo experiment we will show the advantage of theproposed methodology over the classical one for finite samples. Finally, we will alsoillustrate the robust proposal on a real data set.
