Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models

C. Croux, I. Gijbels and I. Prosdocimi

No 2010-104, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: dispersion; generalized additive modelling; mean regression function; quasilikelihood; M-estimation; P-splines; robust estimation (search for similar items in EconPapers)
Date: 2010
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