Robust inference for nonlinear regression models

A family of weighted estimators of the regression parameter under a nonlinear model is introduced. The proposed weighted estimators are computed through a four-step MM-procedure, and the given approach allows for possible missing responses. Under mild conditions, the proposed estimators turn to be c...

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Detalles Bibliográficos
Autores principales: Bianco, A.M., Spano, P.M.
Formato: INPR
Materias:
Missing at random
MM-procedure
Nonlinear regression
Robust estimation
Robust hypothesis testing
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_11330686_v_n_p1_Bianco
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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