Abstract:
In this paper the asymptotic behavior of robust estimates based on GM-estimators when the observations follow a regression model with random carriers and heteroscedastic errors is established. Also one-step Newton-Raphson and reweighted estimates for these models are introduced and their breakdown point is studied. Through a Monte Carlo study their performance for small samples is studied. © 2000 Elsevier Science B.V.
Registro:
| Documento: |
Artículo
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| Título: | Some results for robust GM-based estimators in heteroscedastic regression models |
| Autor: | Bianco, A.; Boente, G.; Di Rienzo, J. |
| Filiación: | Instituto de Cálculo, Fac. Cie. Exact. y Nat., Univ. B., Buenos Aires, Argentina Departamento de Matemáticas, Fac. Cie. Exact. y Nat., Univ. B., Buenos Aires, Argentina Facultad de Agronomía, Univ. Nacional de Córdoba, cc 509, 5000 Cordoba, Argentina
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| Palabras clave: | Asymptotic properties; Heteroscedasticity; High breakdown point estimates; Primary 62F35; Robust estimation; Secondary 62J05 |
| Año: | 2000
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| Volumen: | 89
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| Número: | 1-2
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| Página de inicio: | 215
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| Página de fin: | 242
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| Título revista: | Journal of Statistical Planning and Inference
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| Título revista abreviado: | J. Stat. Plann. Inference
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| ISSN: | 03783758
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| CODEN: | JSPID
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| Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03783758_v89_n1-2_p215_Bianco |
Referencias:
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Citas:
---------- APA ----------
Bianco, A., Boente, G. & Di Rienzo, J.
(2000)
. Some results for robust GM-based estimators in heteroscedastic regression models. Journal of Statistical Planning and Inference, 89(1-2), 215-242.
Recuperado de https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03783758_v89_n1-2_p215_Bianco [ ]
---------- CHICAGO ----------
Bianco, A., Boente, G., Di Rienzo, J.
"Some results for robust GM-based estimators in heteroscedastic regression models"
. Journal of Statistical Planning and Inference 89, no. 1-2
(2000) : 215-242.
Recuperado de https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03783758_v89_n1-2_p215_Bianco [ ]
---------- MLA ----------
Bianco, A., Boente, G., Di Rienzo, J.
"Some results for robust GM-based estimators in heteroscedastic regression models"
. Journal of Statistical Planning and Inference, vol. 89, no. 1-2, 2000, pp. 215-242.
Recuperado de https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03783758_v89_n1-2_p215_Bianco [ ]
---------- VANCOUVER ----------
Bianco, A., Boente, G., Di Rienzo, J. Some results for robust GM-based estimators in heteroscedastic regression models. J. Stat. Plann. Inference. 2000;89(1-2):215-242.
Available from: https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03783758_v89_n1-2_p215_Bianco [ ]