Shang, Suoping; Zou, Changliang; Wang, Zhaojun - In: Statistics & Probability Letters 82 (2012) 10, pp. 1815-1822
This work is concerned with robust estimation in a semiparametric varying-coefficient partially linear model when the underlying error distribution deviates from a normal distribution. We develop a robust estimator by minimizing a locally Walsh-average-based loss function. We show theoretically...