Abstract:
The asymptotic distribution of one-step Newton-Raphson estimates is established for a regression model with random carriers and heteroscedastic errors under mild conditions. We also include a class of robust estimates de1ned as the solution of an implicit equation, such as the MM-estimates. © 2002 Elsevier Science B.V. All rights reserved.
Registro:
Documento: |
Artículo
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Título: | On the asymptotic behavior of one-step estimates in heteroscedastic regression models |
Autor: | Bianco, A.; Boente, G. |
Filiación: | Instituto De Cálculo, Facultad De Ciencias Exactas Y Naturales, Pabellón 2, Buenos Aires C1428 EHA, Argentina CONICET, Departamento De Matemática, Pabellón 1, Buenos Aires, C1428 EHA, Argentina
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Palabras clave: | Asymptotic properties; Heteroscedasticity; One-step estimates; Robust estimation |
Año: | 2002
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Volumen: | 60
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Número: | 1
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Página de inicio: | 33
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Página de fin: | 47
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DOI: |
http://dx.doi.org/10.1016/S0167-7152(02)00244-4 |
Título revista: | Statistics and Probability Letters
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Título revista abreviado: | Stat. Probab. Lett.
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ISSN: | 01677152
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CODEN: | SPLTD
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v60_n1_p33_Bianco |
Referencias:
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Citas:
---------- APA ----------
Bianco, A. & Boente, G.
(2002)
. On the asymptotic behavior of one-step estimates in heteroscedastic regression models. Statistics and Probability Letters, 60(1), 33-47.
http://dx.doi.org/10.1016/S0167-7152(02)00244-4---------- CHICAGO ----------
Bianco, A., Boente, G.
"On the asymptotic behavior of one-step estimates in heteroscedastic regression models"
. Statistics and Probability Letters 60, no. 1
(2002) : 33-47.
http://dx.doi.org/10.1016/S0167-7152(02)00244-4---------- MLA ----------
Bianco, A., Boente, G.
"On the asymptotic behavior of one-step estimates in heteroscedastic regression models"
. Statistics and Probability Letters, vol. 60, no. 1, 2002, pp. 33-47.
http://dx.doi.org/10.1016/S0167-7152(02)00244-4---------- VANCOUVER ----------
Bianco, A., Boente, G. On the asymptotic behavior of one-step estimates in heteroscedastic regression models. Stat. Probab. Lett. 2002;60(1):33-47.
http://dx.doi.org/10.1016/S0167-7152(02)00244-4