Some results for robust GM-based estimators in heteroscedastic regression models

In this paper the asymptotic behavior of robust estimates based on GM-estimators when the observations follow a regression model with random carriers and heteroscedastic errors is established. Also one-step Newton-Raphson and reweighted estimates for these models are introduced and their breakdown p...

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Detalles Bibliográficos
Autores principales:	Bianco, A., Boente, G., Di Rienzo, J.
Formato:	JOUR
Materias:	Asymptotic properties Heteroscedasticity High breakdown point estimates Primary 62F35 Robust estimation Secondary 62J05
Acceso en línea:	http://hdl.handle.net/20.500.12110/paper_03783758_v89_n1-2_p215_Bianco
Aporte de:	Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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spelling	todo:paper_03783758_v89_n1-2_p215_Bianco2023-10-03T15:32:17Z Some results for robust GM-based estimators in heteroscedastic regression models Bianco, A. Boente, G. Di Rienzo, J. Asymptotic properties Heteroscedasticity High breakdown point estimates Primary 62F35 Robust estimation Secondary 62J05 In this paper the asymptotic behavior of robust estimates based on GM-estimators when the observations follow a regression model with random carriers and heteroscedastic errors is established. Also one-step Newton-Raphson and reweighted estimates for these models are introduced and their breakdown point is studied. Through a Monte Carlo study their performance for small samples is studied. © 2000 Elsevier Science B.V. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_03783758_v89_n1-2_p215_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 High breakdown point estimates Primary 62F35 Robust estimation Secondary 62J05
spellingShingle	Asymptotic properties Heteroscedasticity High breakdown point estimates Primary 62F35 Robust estimation Secondary 62J05 Bianco, A. Boente, G. Di Rienzo, J. Some results for robust GM-based estimators in heteroscedastic regression models
topic_facet	Asymptotic properties Heteroscedasticity High breakdown point estimates Primary 62F35 Robust estimation Secondary 62J05
description	In this paper the asymptotic behavior of robust estimates based on GM-estimators when the observations follow a regression model with random carriers and heteroscedastic errors is established. Also one-step Newton-Raphson and reweighted estimates for these models are introduced and their breakdown point is studied. Through a Monte Carlo study their performance for small samples is studied. © 2000 Elsevier Science B.V.
format	JOUR
author	Bianco, A. Boente, G. Di Rienzo, J.
author_facet	Bianco, A. Boente, G. Di Rienzo, J.
author_sort	Bianco, A.
title	Some results for robust GM-based estimators in heteroscedastic regression models
title_short	Some results for robust GM-based estimators in heteroscedastic regression models
title_full	Some results for robust GM-based estimators in heteroscedastic regression models
title_fullStr	Some results for robust GM-based estimators in heteroscedastic regression models
title_full_unstemmed	Some results for robust GM-based estimators in heteroscedastic regression models
title_sort	some results for robust gm-based estimators in heteroscedastic regression models
url	http://hdl.handle.net/20.500.12110/paper_03783758_v89_n1-2_p215_Bianco
work_keys_str_mv	AT biancoa someresultsforrobustgmbasedestimatorsinheteroscedasticregressionmodels AT boenteg someresultsforrobustgmbasedestimatorsinheteroscedasticregressionmodels AT dirienzoj someresultsforrobustgmbasedestimatorsinheteroscedasticregressionmodels
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Some results for robust GM-based estimators in heteroscedastic regression models

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