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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
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
Palabras clave:Asymptotic properties; Heteroscedasticity; High breakdown point estimates; Primary 62F35; Robust estimation; Secondary 62J05
Año:2000
Volumen:89
Número:1-2
Página de inicio:215
Página de fin:242
Título revista:Journal of Statistical Planning and Inference
Título revista abreviado:J. Stat. Plann. Inference
ISSN:03783758
CODEN:JSPID
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03783758_v89_n1-2_p215_Bianco

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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 [ ]