Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds

Guillermo Henry; Daniela Rodriguez

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arXiv · 1008.0446

Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds

Guillermo Henry·Daniela Rodriguez

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Abstract

Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the asymptotic normality of the proposed estimators. Also, we consider a robust cross validation procedure to select the smoothing parameter. Simulations and application to real data show the performance of our proposal under small samples and contamination.

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Guillermo Henry, Daniela Rodriguez. 2010-08-03. Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds. https://arxiv.org/abs/1008.0446

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