Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds

Guillermo Henry; Daniela Rodriguez

Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds

Statistics Theory 2011-05-26 v2 Statistics Theory

Authors: Guillermo Henry , Daniela Rodriguez

Abstract

Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the asymptotic normality of the proposed estimators. Also, we consider a robust cross validation procedure to select the smoothing parameter. Simulations and application to real data show the performance of our proposal under small samples and contamination.

Keywords

partially linear models robust estimation riemannian manifolds consistency asymptotic normality cross validation smoothing parameter

Cite

@article{arxiv.1008.0446,
  title  = {Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds},
  author = {Guillermo Henry and Daniela Rodriguez},
  journal= {arXiv preprint arXiv:1008.0446},
  year   = {2011}
}

Comments

14 pages, 1 table, 3 figures, minor changes

Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds

Abstract

Keywords

Cite

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