Amphitheatre Pa2, Mathematics Building

Graciela Boente, Universidad de Buenos Aires and CONICET, Argentina
Robust tests in generalized partial linear models

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.