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Additive modelling has been widely used in nonparametric regression to circumvent the "curse of dimensionality", by … reducing the problem of estimating a multivariate regression function to the estimation of its univariate components …
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Additive modelling is known to be useful for multivariate nonparametric regression as it reduces the complexity of … problem to the level of univariate regression. This usefulness could be compromised if the data set was contaminated by … procedure for the additive component of the regression function , less sensitive to possible outliers in the sample. Our …
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Most dimension reduction methods based on nonparametric smoothing are highly sensitive to outliers and to data coming from heavy tailed distributions. We show that the recently proposed MAVE and OPG methods by Xia et al. (2002) allow us to make them robust in a relatively straightforward way...
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; Nonparametric regression ; M-estimation …
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We develop inference tools in a semiparametric partially linear regression model with missing response data. A class of … estimators is defined that includes as special cases: a semiparametric regression imputation estimator, a marginal average … using the semiparametric regression method the empirical log-likelihood is asymptotically a scaled chi-square variable. An …
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