Robust-BD Estimation and Inference for General Partially Linear Models
The classical quadratic loss for the partially linear model (PLM) and the likelihood function for the generalized PLM are not resistant to outliers. This inspires us to propose a class of “robust-Bregman divergence (BD)” estimators of both the parametric and nonparametric components in the general p...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2017-11-01
|
| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/19/11/625 |