| dc.creator | Valdora, Marina Silvia | |
| dc.creator | Yohai, Victor Jaime | |
| dc.date.accessioned | 2017-12-13T18:07:16Z | |
| dc.date.accessioned | 2018-11-06T11:59:04Z | |
| dc.date.available | 2017-12-13T18:07:16Z | |
| dc.date.available | 2018-11-06T11:59:04Z | |
| dc.date.created | 2017-12-13T18:07:16Z | |
| dc.date.issued | 2014-03 | |
| dc.identifier | Valdora, Marina Silvia; Yohai, Victor Jaime; Robust estimators for generalized linear models; Elsevier Science; Journal Of Statistical Planning And Inference; 146; 3-2014; 31-48 | |
| dc.identifier | 0378-3758 | |
| dc.identifier | http://hdl.handle.net/11336/30479 | |
| dc.identifier | CONICET Digital | |
| dc.identifier | CONICET | |
| dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/1861853 | |
| dc.description.abstract | In this paper we propose a family of robust estimators for generalized linear models. The basic idea is to use an M-estimator after applying a variance stabilizing transformation to the response. We show the consistency and asymptotic normality of these estimators. We also obtain a lower bound for their breakdown point. A Monte Carlo study shows that the proposed estimators compare favorably with respect to other robust estimators for generalized linear models with Poisson response and log link. | |
| dc.language | eng | |
| dc.publisher | Elsevier Science | |
| dc.relation | info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.jspi.2013.09.016 | |
| dc.relation | info:eu-repo/semantics/altIdentifier/url/http://www.sciencedirect.com/science/article/pii/S0378375813002516 | |
| dc.rights | https://creativecommons.org/licenses/by-nc-nd/2.5/ar/ | |
| dc.rights | info:eu-repo/semantics/restrictedAccess | |
| dc.subject | M-estimators | |
| dc.subject | Transformations | |
| dc.subject | Breakdown point | |
| dc.title | Robust estimators for generalized linear models | |
| dc.type | Artículos de revistas | |
| dc.type | Artículos de revistas | |
| dc.type | Artículos de revistas | |
