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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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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paper:paper_01677152_v60_n1_p33_Bianco2023-06-08T15:16:50Z 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 |
_version_ |
1768542122651156480 |