Robust inference in partially linear models with missing responses

We consider robust testing on the regression parameter of a partially linear regression model, where missing responses are allowed. We derive the asymptotic behavior of the proposed test statistic under the null and contiguous alternatives. A numerical study is performed.

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Year of publication:	2015
Authors:	Bianco, Ana M. ; Boente, Graciela ; González-Manteiga, Wenceslao ; Pérez-González, Ana
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 97.2015, C, p. 88-98
Publisher:	Elsevier
Subject:	Kernel weights \| Hypothesis testing \| M-location functionals \| Missing at random \| Partly linear models \| Robust estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011189326