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Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators

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Author Info

  • Ana Bianco

    ()

  • Graciela Boente

    ()

  • Wenceslao González-Manteiga

    ()

  • Ana Pérez-González

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s11749-010-0216-0
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    Bibliographic Info

    Article provided by Springer in its journal TEST.

    Volume (Year): 20 (2011)
    Issue (Month): 3 (November)
    Pages: 524-548

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    Handle: RePEc:spr:testjl:v:20:y:2011:i:3:p:524-548

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    Related research

    Keywords: Fisher-consistency; Kernel weights; M-location functionals; Missing at random; Nonparametric regression; Robust estimation; 62G35; 62F12;

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    References

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    1. Wang, Qihua & Sun, Zhihua, 2007. "Estimation in partially linear models with missing responses at random," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1470-1493, August.
    2. Croux, Christophe & Haesbroeck, Gentiane, 2003. "Implementing the Bianco and Yohai estimator for logistic regression," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 273-295, October.
    3. Bianco, Ana M. & Martínez, Elena, 2009. "Robust testing in the logistic regression model," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4095-4105, October.
    4. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
    5. Qihua Wang & Oliver Linton & Wolfgang Hardle, 2003. "Semiparametric regression analysis with missing response at random," CeMMAP working papers CWP11/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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