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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
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
Palabras clave:Asymptotic properties; Heteroscedasticity; One-step estimates; Robust estimation
Año:2002
Volumen:60
Número:1
Página de inicio:33
Página de fin:47
DOI: http://dx.doi.org/10.1016/S0167-7152(02)00244-4
Título revista:Statistics and Probability Letters
Título revista abreviado:Stat. Probab. Lett.
ISSN:01677152
CODEN:SPLTD
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