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

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