INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
On the asymptotic behavior of one step estimates in heteroscedastic regression models
Autor/es:
BIANCO, ANA; BOENTE, GRACIELA
Revista:
STATISTICS & PROBABILITY LETTERS
Editorial:
Elsevier
Referencias:
Lugar: Amsterdam; Año: 2002 vol. 60 p. 33 - 47
ISSN:
0167-7152
Resumen:
The asymptotic distribution of one-step NewtonRaphson estimates is established for a regression model with random carriers and heteroscedastic errors under mild conditions. We also include a class of robust estimates defined as the solution of an implicit equation, such as the MM-estimates.
