Continuity and differentiability of regression M functionals

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This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high breakdown M estimates, which includes S and MM estimates. A restricted type of differentiability, called weak differenti...

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Detalles Bibliográficos
Autores principales: Fasano, María Victoria, Maronna, Ricardo Antonio, Sued, Mariela, Yohai, Víctor J.
Formato: Articulo
Lenguaje:Inglés
Publicado: 2012
Materias:
Ciencias Exactas
Matemática
Asymptotic normality
Consistency
MM estimates
Nonlinear regression
S estimates
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/84350
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-84350
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Ciencias Exactas
Matemática
Asymptotic normality
Consistency
MM estimates
Nonlinear regression
S estimates
spellingShingle Ciencias Exactas
Matemática
Asymptotic normality
Consistency
MM estimates
Nonlinear regression
S estimates
Fasano, María Victoria
Maronna, Ricardo Antonio
Sued, Mariela
Yohai, Víctor J.
Continuity and differentiability of regression M functionals
topic_facet Ciencias Exactas
Matemática
Asymptotic normality
Consistency
MM estimates
Nonlinear regression
S estimates
description This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high breakdown M estimates, which includes S and MM estimates. A restricted type of differentiability, called weak differentiability, is defined, which suffices to prove the asymptotic normality of estimates based on the functionals. This approach allows to prove the consistency, asymptotic normality and qualitative robustness of M estimates under more general conditions than those required in standard approaches. In particular, we prove that regression MMestimates are asymptotically normal when the observations are φ-mixing.
format Articulo
Articulo
author Fasano, María Victoria
Maronna, Ricardo Antonio
Sued, Mariela
Yohai, Víctor J.
author_facet Fasano, María Victoria
Maronna, Ricardo Antonio
Sued, Mariela
Yohai, Víctor J.
author_sort Fasano, María Victoria
title Continuity and differentiability of regression M functionals
title_short Continuity and differentiability of regression M functionals
title_full Continuity and differentiability of regression M functionals
title_fullStr Continuity and differentiability of regression M functionals
title_full_unstemmed Continuity and differentiability of regression M functionals
title_sort continuity and differentiability of regression m functionals
publishDate 2012
url http://sedici.unlp.edu.ar/handle/10915/84350
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AT maronnaricardoantonio continuityanddifferentiabilityofregressionmfunctionals
AT suedmariela continuityanddifferentiabilityofregressionmfunctionals
AT yohaivictorj continuityanddifferentiabilityofregressionmfunctionals
bdutipo_str Repositorios
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