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...

Local polynomial regression is widely used for nonparametric regression. However, the efficiency of least squares (LS) based methods is adversely affected by outlying observations and heavy tailed distributions. On the other hand, the least absolute deviation (LAD) estimator is more robust, but...