On the asymptotic behavior of one-step estimates in heteroscedastic regression models

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 E...

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Autores principales: Bianco, Ana María, Boente, Graciela Lina
Publicado: 2002
Materias:
Asymptotic properties
Heteroscedasticity
One-step estimates
Robust estimation
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v60_n1_p33_Bianco
http://hdl.handle.net/20.500.12110/paper_01677152_v60_n1_p33_Bianco
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Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paper:paper_01677152_v60_n1_p33_Bianco
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spelling paper:paper_01677152_v60_n1_p33_Bianco2025-07-30T17:55:35Z On the asymptotic behavior of one-step estimates in heteroscedastic regression models Bianco, Ana María Boente, Graciela Lina Asymptotic properties Heteroscedasticity One-step estimates Robust estimation 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. Fil:Bianco, A. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:Boente, G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. 2002 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v60_n1_p33_Bianco http://hdl.handle.net/20.500.12110/paper_01677152_v60_n1_p33_Bianco
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Asymptotic properties
Heteroscedasticity
One-step estimates
Robust estimation
spellingShingle Asymptotic properties
Heteroscedasticity
One-step estimates
Robust estimation
Bianco, Ana María
Boente, Graciela Lina
On the asymptotic behavior of one-step estimates in heteroscedastic regression models
topic_facet Asymptotic properties
Heteroscedasticity
One-step estimates
Robust estimation
description 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.
author Bianco, Ana María
Boente, Graciela Lina
author_facet Bianco, Ana María
Boente, Graciela Lina
author_sort Bianco, Ana María
title On the asymptotic behavior of one-step estimates in heteroscedastic regression models
title_short On the asymptotic behavior of one-step estimates in heteroscedastic regression models
title_full On the asymptotic behavior of one-step estimates in heteroscedastic regression models
title_fullStr On the asymptotic behavior of one-step estimates in heteroscedastic regression models
title_full_unstemmed On the asymptotic behavior of one-step estimates in heteroscedastic regression models
title_sort on the asymptotic behavior of one-step estimates in heteroscedastic regression models
publishDate 2002
url https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v60_n1_p33_Bianco
http://hdl.handle.net/20.500.12110/paper_01677152_v60_n1_p33_Bianco
work_keys_str_mv AT biancoanamaria ontheasymptoticbehaviorofonestepestimatesinheteroscedasticregressionmodels
AT boentegracielalina ontheasymptoticbehaviorofonestepestimatesinheteroscedasticregressionmodels
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