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- Graciela Boente, Daniela Rodriguez
- Computational Statistics & Data Analysis
- 2008

In this paper, under a semiparametric partly linear regression model with fixed design , we introduce a family of robust procedures to select the bandwidth parameter. The robust plug–in proposal is based on nonparametric robust estimates of the ν−th derivatives and under mild conditions, it converges to the optimal bandwidth. A robust cross–validation… (More)

- Graciela Boente, Wenceslao González–Manteiga, Ana Pérez–González

In this paper, under a nonparametric regression model, we introduce a family of robust procedures to estimate the regression funtion when missing data occur in the response. Our proposal is based on a local M −functional applied to the conditional distribution function estimate adapted to the presence of missing data. We show that the robust procedure is… (More)

Abreviated Title: Qualitative Robustness SUMMARY In this paper we generalize Hampel's definition of robustness and IT-robustness of a sequence of estimators to the case of non i.i.d. stochastic processes, using appropriate metrics on the space of finite and infinite dimensional samples. We also present a different approach to qualitative robust-ness based… (More)

In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by yi|(xi, ti) ∼ F (·, µi) with µi = H(η(ti) + x T i β), for some known distribution function F and link function H. It is shown that the estimates of β are root-n consistent and… (More)

- Ana M. Bianco, Graciela Boente, Isabel M. Rodrigues
- J. Multivariate Analysis
- 2013

- Graciela Boente, Daniela Rodriguez, Mariela Sued
- J. Multivariate Analysis
- 2010

In many situations, when dealing with several populations with different covariance operators, equality of the operators is assumed. Usually, if this assumption does not hold, one estimates the covariance operator of each group separately, which leads to a large number of parameters. As in the multivariate setting, this is not satisfactory since the… (More)

Under normality, Flury and Schmid [15] investigated the asymptotic properties of the quadratic discrimination procedure under hierarchical models for the scatter matrices, that is, (i) arbitrary scatter matrices, (ii) common principal components, (iii) proportional scatter matrices and (iv) identical matrices. In this paper, we study the properties of… (More)

- Graciela Boente, Daniela Rodriguez
- Computational Statistics & Data Analysis
- 2010

- Ana M. Bianco, Graciela Boente, Isabel M. Rodrigues
- Computational Statistics & Data Analysis
- 2013

In many situations, data follow a generalized linear model in which the mean of the responses is modelled, through a link function, linearly on the covariates. In this paper, robust estimators for the regression parameter are considered in order to build test statistics for this parameter when missing data occur in the responses. We derive the asymptotic… (More)

• There is a vast literature on robust estimators, but in some situations it is still not easy to make inferences, such as confidence regions and hypothesis testing. This is mainly due to the following facts. On one hand, in most situations, it is difficult to derive the exact distribution of the estimator. On the other one, even if its asymptotic behaviour… (More)