Eventos > Probability and Statistics Seminar

Robust tests in generalized partial linear models

30/01/2009 Friday 30th January 2009, 14:00 (Amphitheatre Pa2, Mathematics Building)  More
Graciela Boente, Universidad de Buenos Aires and CONICET, Argentina

In this talk we will first remind the robust procedures existing to estimate the regression parameter and the regression function under a generalized partial linear model. Based on them, we will describe how to construct a Wald type statistic to test hypothesis on the regression parameter and a robust test to decide if the regression function is linear. The asymptotic behavior of the test statistics and derived and results from a Monte Carlo study will be presented.