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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2002
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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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| Sumario: | 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. |
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